Stern School of Business, New York University. The author would like to thank John Merrick, Roni Michaely, William Silber, and the referee, Mark Rubinstein, for helpful comments.
Options Arbitrage in Imperfect Markets
Article first published online: 30 APR 2012
1989 The American Finance Association
The Journal of Finance
Volume 44, Issue 5, pages 1289–1311, December 1989
How to Cite
FIGLEWSKI, S. (1989), Options Arbitrage in Imperfect Markets. The Journal of Finance, 44: 1289–1311. doi: 10.1111/j.1540-6261.1989.tb02654.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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