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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 |
|
Item Subtype | Original Work |
Refereed | No |
Status | Published in final form |
Language |
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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 |
PDF File | Download from ZORA |
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