Skip to Main content Skip to Navigation
Reports

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

Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00607604
Contributor : Antoine Haldemann <>
Submitted on : Saturday, July 9, 2011 - 10:20:13 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Identifiers

  • HAL Id : hal-00607604, version 1

Collections

Citation

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⟩

Share

Metrics

Record views

202