An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies /
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Corporate Author: | |
Format: | Book |
Language: | English |
Published: |
Princeton, N.J. :
Dept. of Economics, Princeton University,
1987
Princeton, New Jersey : 1987 |
Series: | Financial Research Center memorandum ;
no. 82 Financial Research Center memorandum ; no. 86 |
Subjects: |