Simultaneous expiration dates effects in index futures and options: arbitrage and hedging

Sy Malick Ousmane
(1987)

Files

SyMalick_O.pdf
  • Restricted Access
  • Adobe PDF
  • 6.82 MB
No access

Details

Authors
  • Sy Malick OusmaneUCLouvain
    author
Affiliations
  • Institution iconUCLouvainESPO - Faculté des sciences économiques, sociales et politiques

Citations

  • APA
  • Chicago
  • FWB

Sy Malick Ousmane. (1987). Simultaneous expiration dates effects in index futures and options: arbitrage and hedging. https://hdl.handle.net/2078.5/187232