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Hedge performance of SPX index options and S&P 500 futures
Author(s) -
Benet Bruce A.,
Luft Carl F.
Publication year - 1995
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990150607
Subject(s) - futures contract , index (typography) , library science , management , state (computer science) , computer science , business , economics , algorithm , finance , world wide web
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