FURTHER EVIDENCE ON PARITY RELATIONSHIPS IN OPTIONS ON STANDARD-AND-POOR-500 INDEX FUTURES

Authors
MARCHAND PH LINDLEY JT FOLLOWILL RA
Citation
Ph. Marchand et al., FURTHER EVIDENCE ON PARITY RELATIONSHIPS IN OPTIONS ON STANDARD-AND-POOR-500 INDEX FUTURES, The journal of futures markets, 14(6), 1994, pp. 757-771
Citations number
16
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
6
Year of publication
1994
Pages
757 - 771
Database
ISI
SICI code
0270-7314(1994)14:6<757:FEOPRI>2.0.ZU;2-Q