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scientific article; zbMATH DE number 6960894
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scientific article; zbMATH DE number 6960894

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    author
    Shuai Liu
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    Bin-Wu He
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    publication date
    22 October 2018
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    zbMATH DE Number
    6960894
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    zbMATH Keywords
    Hushen 300 stock index futures
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    pricing model
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    arbitrage opportunities
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