Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.

AuthorA. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
JournalWorld Scientific Publishing
Date1 Jan. 2015
CategoryAcademic Publications
Volumepp 643-688