The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis

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Bibliographic Information

Title
"The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis"
Statement of Responsibility
Steven Li
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2006
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 34-36

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