On the arbitrage‐free pricing relationship between index futures and index options: A note

TY - JOUR

T1 - On the arbitrage‐free pricing relationship between index futures and index options

T2 - A note

AU - Fung, Joseph K.W.

AU - Chan, Kam C.

PY - 1994/12

Y1 - 1994/12

UR - https://www.scopus.com/pages/publications/84978558617

U2 - 10.1002/fut.3990140807

DO - 10.1002/fut.3990140807

M3 - Article

AN - SCOPUS:84978558617

SN - 0270-7314

VL - 14

SP - 957

EP - 962

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 8

ER -