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American futures options arbitrage: evidence from the Nikkei 225 options market - MaRDI portal

American futures options arbitrage: evidence from the Nikkei 225 options market (Q3502195)

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American futures options arbitrage: evidence from the Nikkei 225 options market
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    American futures options arbitrage: evidence from the Nikkei 225 options market (English)
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    22 May 2008
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    futures options
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    Nikkei 225 index futures
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    bid-ask price
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    arbitrage profitability
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