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1
Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model

Kim, Bong-Han; Chun, Sun-Eae; Min, Hong Ghi, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03

2
Option bounds

De la Pena, VH; Ibragimov, R; Jordan, SJ, JOURNAL OF APPLIED PROBABILITY, v.41A , no.Special, pp.145 - 156, 2004

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