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- W2008349436 abstract "Journal of Futures MarketsVolume 10, Issue 4 p. 339-352 Article Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts Richard A. Followill, Richard A. Followill Richard A. Followill is an Assistant Professor of Finance at Appalachian State University.Search for more papers by this authorBilly P. Helms, Billy P. Helms Billy P. Helms is Professor of Finance at The University of Alabama.Search for more papers by this author Richard A. Followill, Richard A. Followill Richard A. Followill is an Assistant Professor of Finance at Appalachian State University.Search for more papers by this authorBilly P. Helms, Billy P. Helms Billy P. Helms is Professor of Finance at The University of Alabama.Search for more papers by this author First published: August 1990 https://doi.org/10.1002/fut.3990100403Citations: 14 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume10, Issue4August 1990Pages 339-352 RelatedInformation" @default.
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