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Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data

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Henri Loubergé
  • Function : Author
  • PersonId : 901364
Rajna Gibson
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hal-00602719 , version 1 (23-06-2011)

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  • HAL Id : hal-00602719 , version 1

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Marc Chesney, Henri Loubergé, Rajna Gibson. Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data. 1996. ⟨hal-00602719⟩

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