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A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts

  • Paul Draper
  • , Joseph K. W. Fung*
  • *Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    19 Citations (Scopus)
    32 Downloads (Pure)

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    Economics, Econometrics and Finance