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

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

Steven Li

(IMES discussion paper series, no. 2006-E-9)

Institute for Monetary and Economic Studies, Bank of Japan, 2006

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IMES

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Bibliography: p. 34-36

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