On the arbitrage‐free pricing relationship between index futures and index options: A note

Joseph K W FUNG*, Kam C. Chan

*Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    21 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)957-962
    Number of pages6
    JournalJournal of Futures Markets
    Volume14
    Issue number8
    DOIs
    Publication statusPublished - Dec 1994

    Scopus Subject Areas

    • Accounting
    • Business, Management and Accounting(all)
    • Finance
    • Economics and Econometrics

    Cite this