Stock index futures and index arbitrage in a rational expectations model
By: Anne Fremault
Contributors: Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-195; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-195
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1989
Place of publication: New York
Language: eng
Number of pages: 38
Subjects: Stock index futures; Mathematical models
Notes: "November 1989."

Includes bibliographical references (p. 35-36)