The Pricing of Stock Index Futures Spreads at Contract Expiration

Journal of Futures Markets

Volumn 22, Issue 5, 2002, Pages 451-469

  Frino, Alex ^a   McKenzie, Michael D ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b RMIT UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346326102     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10013     Document Type: Review

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