Spanning with Index Options

Authors
Jin-Chuan Duan Arthur F. Moreau C. W. Sealey
Citation
Jin-Chuan Duan et al., Spanning with Index Options, Journal of financial and quantitative analysis, 27(02), 1992, pp. 303
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:02<303:SWIO>2.0.ZU;2-K