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

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https://hal-hec.archives-ouvertes.fr/hal-00602719
Contributor : Antoine Haldemann Connect 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

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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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