"Evolutionary arbitrage for FTSE-100 index options and futures."

Sheri Markose et al. (2001)

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DOI: 10.1109/CEC.2001.934421

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Sheri Markose, Edward Tsang, Hakan Er, Abdel Salhi:
Evolutionary arbitrage for FTSE-100 index options and futures. CEC 2001: 418-425

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