@inbook{publication-9548, address={London}, author={Ziegler, Alexandre}, booktitle={Handbook of Futures Markets}, editor={Malliaris, Anastasios G and Ziemba, William T}, isbn={978-981-4566-91-9}, pages={n/a-n/a}, publisher={Imperial College Press}, title={Returns from investing in S&P500 futures options, 1985-2010}, year=2014, }