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Market efficiency and arbitrage opportunities in the FTSE-100 option market An application on the Put-Call Parity with high frequency data

By P.P. Frangoulis


SIGLEAvailable from British Library Document Supply Centre-DSC:DXN029285 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05Z - Banking, finance, taxation
Year: 1999
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Provided by: OpenGrey Repository
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