"Risk Arbitrage Opportunities for Stock Index Options."

Thierry Post, Inaki Rodríguez Longarela (2021)

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DOI: 10.1287/OPRE.2020.2012

access: closed

type: Journal Article

metadata version: 2021-04-07

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Thierry Post, Inaki Rodríguez Longarela:
Risk Arbitrage Opportunities for Stock Index Options. Oper. Res. 69(1): 100-113 (2021)

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