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Title: Cross market arbitrage and option pricing with long memory in volatility : theory and evidence from LIFFE FTSE-100 index futures and options.
Author: Er, Hakan.
ISNI:       0000 0001 3448 569X
Awarding Body: University of Essex
Current Institution: The University of Essex pre-October 2008
Date of Award: 2002
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stock; Prices