| Original language | English |
|---|---|
| Pages (from-to) | 957-962 |
| Number of pages | 6 |
| Journal | Journal of Futures Markets |
| Volume | 14 |
| Issue number | 8 |
| DOIs | |
| Publication status | Published - Dec 1994 |
| Externally published | Yes |
On the arbitrage‐free pricing relationship between index futures and index options: A note
Joseph K.W. Fung, Kam C. Chan
Research output: Contribution to journal › Article › peer-review
21
Citations
(Scopus)