Do S&P 500 index options violate Martingale restriction?

Strong, N and Xu, G X (1999) Do S&P 500 index options violate Martingale restriction? Journal of Futures Markets, 19 (5). pp. 499-521. ISSN 0270-7314

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Futures Markets
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43432
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
10 Nov 2020 12:49