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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title Arbitrage trading and index option pricing at SOFFEX: an empirical study using daily and intradaily data
Organization Unit
Authors
  • Marc Chesney
  • Rajna Gibson
  • Henri Loubergé
Item Subtype Original Work
Refereed No
Status Published in final form
Language
  • English
Journal Title Finanzmarkt und Portfolio Management
Publisher Schweizerische Vereinigung für Finanzanalyse und Vermögensverwaltung
Geographical Reach international
ISSN 1555-4961
Volume 9
Number 1
Page Range 35 - 60
Date 1995
Official URL https://fmpm.ch/fmpm/article-archive-1986-2000/#11-50-wpfd-volume-9-issue-1-1995
Other Identification Number merlin-id:13235
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