The pricing of stock index futures
By: by Bradford Cornell and Kenneth R. French
Contributors: French, Kenneth R., author; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-43; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-43.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1982
Place of publication: [New York]
Language: eng
Number of pages: 25
Subjects: Stock exchanges; Foreign exchange futures
Notes: Bibliography: p. 25.