PUT-CALL-FUTURES PARITY AND ARBITRAGE OPPORTUNITY IN THE MARKET FOR OPTIONS ON GOLD FUTURES CONTRACTS

被引：10

作者：

FOLLOWILL, RA ^{[1
]}

HELMS, BP ^{[1
]}

机构：

[1] UNIV ALABAMA,FINANCE,BIRMINGHAM,AL 35294

来源：

JOURNAL OF FUTURES MARKETS | 1990年 / 10卷 / 04期

关键词：

D O I：

10.1002/fut.3990100403

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：339 / 352

页数：14

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