Satjaporn Tungsong and  Gun Srijuntongsiri,  Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets.   journal   = {International Journal of Economics and Management Engineering}, [online]. World Academy of Science, Engineering and Technology.
    June 2010, vol. 42(6). 1206 - 1218
    [viewed 19 April 2024]. Available from: https://publications.waset.org/pdf/10717.