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

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hal-00607604 , version 1 (09-07-2011)

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  • HAL Id : hal-00607604 , version 1

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Marc Chesney, Rajna Gibson, Henri Loubergé. Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data. 1995. ⟨hal-00607604⟩

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