@article{publication-13235,
	author={Chesney, Marc and Gibson, Rajna and Loubergé, Henri},
	issn={1555-4961},
	journal={Finanzmarkt und Portfolio Management},
	number=1,
	pages={35-60},
	publisher={Schweizerische Vereinigung f{\"u}r Finanzanalyse und Verm{\"o}gensverwaltung},
	title={Arbitrage trading and index option pricing at SOFFEX: an empirical study using daily and intradaily data},
	volume=9,
	year=1995,
}