Keywords: Arbitrage Opportunity
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2004) 12 (2): 45–71.
Published: 30 November 2004
...Kee Hong Bae; Su Jae Chang; Jin Wan Cho We investigate the frequency of arbitrage opportunities and the size of their profits in the options and futures markets of KOSPI200 index. A thread of existing studies shows that these opportunities arise frequently, albeit the frequency is decreasing...

or Create an Account

Close Modal
Close Modal