A reexamination of put‐call parity on index futures
- 1 February 1994
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 14 (1) , 79-101
- https://doi.org/10.1002/fut.3990140107
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- The Valuation of Options on Futures ContractsThe Journal of Finance, 1985
- Index Options: The Early EvidenceThe Journal of Finance, 1985
- A comparison of futures and forward pricesJournal of Financial Economics, 1983
- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- Forward contracts and futures contractsJournal of Financial Economics, 1981
- The Efficiency of the Treasury Bill Futures MarketThe Journal of Finance, 1979