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 journalArticlepeer-review

18 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

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