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Do S&P 500 index options violate Martingale restriction?

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Do S&P 500 index options violate Martingale restriction? / Strong, N; Xu, G X.
In: Journal of Futures Markets, Vol. 19, No. 5, 1999, p. 499-521.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Strong, N & Xu, GX 1999, 'Do S&P 500 index options violate Martingale restriction?', Journal of Futures Markets, vol. 19, no. 5, pp. 499-521.

APA

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

Vancouver

Strong N, Xu GX. Do S&P 500 index options violate Martingale restriction? Journal of Futures Markets. 1999;19(5):499-521.

Author

Strong, N ; Xu, G X. / Do S&P 500 index options violate Martingale restriction?. In: Journal of Futures Markets. 1999 ; Vol. 19, No. 5. pp. 499-521.

Bibtex

@article{298f7c4b4c3c483982937d7e39f2a7ac,
title = "Do S&P 500 index options violate Martingale restriction?",
author = "N Strong and Xu, {G X}",
year = "1999",
language = "English",
volume = "19",
pages = "499--521",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "5",

}

RIS

TY - JOUR

T1 - Do S&P 500 index options violate Martingale restriction?

AU - Strong, N

AU - Xu, G X

PY - 1999

Y1 - 1999

M3 - Journal article

VL - 19

SP - 499

EP - 521

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 5

ER -