Open AccessEmpirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index
Author(s) -
Elmar Steurer,
Ernst J. Fahling,
Jiali Du
Publication year - 2022
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2022.111003
Subject(s) - arbitrage , index arbitrage , economics , financial economics , cornerstone , arbitrage pricing theory , interest rate parity , risk arbitrage , china , exchange rate , monetary economics , capital asset pricing model , art , law , visual arts , political science
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