An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies /

Bibliographic Details
Main Author: Grossman, Sanford J
Corporate Author: Princeton University Department of Economics
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:

Internet

Princeton University

Holdings details from Princeton University
Call Number: HG4515.5 .G76
HG4515.5 .G76 1987