Mispricing of index futures contracts: A study of index futures versus index options

Journal of Derivatives

Volumn 5, Issue 2, 1997, Pages 37-45

  Fung, Joseph K W ^a   Fung, Alexander Kwok Wah ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242309288     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407990     Document Type: Article

References (20)

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