Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data

• 作者Gianluca Cassese; Massimo Guidolin
• 卷第33卷
• 期第2期
• 印刷ISSN0391-5026
• 电子ISSN1468-0300
• 文件大小333.43KB
• 发表时间2004
• DOI10.1111/j.0391-5026.2004.00133.x
• 页码275-321