Further Evidence on Parity Relationships in Options on Standard and Poor 500 Index Futures

Authors

Patrick H. Marchand, Marcharnd Investment Research
James T. Lindley, University of Southern MississippiFollow
Richard A. Followill, Radford University

Document Type

Article

Publication Date

9-1-1994

Department

Finance, Real Estate, and Business Law

Publication Title

Journal of Futures Markets

Volume

14

Issue

6

First Page

757

Last Page

771

Recommended Citation

Marchand, P. H., Lindley, J. T., Followill, R. A. (1994). Further Evidence on Parity Relationships in Options on Standard and Poor 500 Index Futures. Journal of Futures Markets, 14(6), 757-771.
Available at: https://aquila.usm.edu/fac_pubs/6536