Non-linear index arbitrage: exploiting the dependencies between index and stock options

MR Roelfsema

    Research output: Book/Report › Report › Scientific

    Original languageUndefined/Unknown
    Place of PublicationDelft
    PublisherDelft University Press
    Number of pages77
    ISBN (Print)90-407-2041-X
    Publication statusPublished - 2000

    Publication series

    Name
    PublisherDelft University Press

    Bibliographical note

    46

    Keywords

    • ZX Int.klas.verslagjaar < 2002

    Cite this