A comparsion between an ex-ante and ex-post test of early unwinding strategy in put-call-futures arbitrage

  • Wai Sun Pang

Student thesis: Master's Thesis

Abstract

Please refer to the "Abstract & TOC" file on the right side
Date of Award1998
Original languageEnglish

User-Defined Keywords

  • Arbitrage
  • Derivative securities
  • Futures
  • Options (Finance)

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