Optimal arbitrage strategies on stock index futures under position limits
10.1002/fut.20472
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Main Authors: | Dai, M., Zhong, Y., Kwok, Y.K. |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103866 |
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Institution: | National University of Singapore |
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