Open AccessThe Profitability of Butterfly Spread Arbitrage in the KOSPI 200 Options Market
Author(s) -
Suk Joon Tae
Publication year - 2009
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2009.8.3.005
Subject(s) - arbitrage , profitability index , financial economics , butterfly , business , statistical arbitrage , fixed income arbitrage , index arbitrage , economics , monetary economics , risk arbitrage , capital asset pricing model , finance , arbitrage pricing theory
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