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
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⟩