https://hal-hec.archives-ouvertes.fr/hal-00602719 Contributor : Antoine HaldemannConnect in order to contact the contributor Submitted on : Thursday, June 23, 2011 - 12:11:48 PM Last modification on : Thursday, January 11, 2018 - 6:19:31 AM
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⟩