Un análisis de las implicaciones de las estrategias dinámicas de cobertura y "program trading" sobre la volatilidad del precio de los futuros y de las acciones
Sanford J. Grossman
| Alternative title: | An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies <span.> |
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| Year of publication: |
1990
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| Authors: | Grossman, Sanford J. |
| Published in: |
Información comercial española : ICE : revista de economía. - Madrid : [Verlag nicht ermittelbar], ISSN 0019-977X, ZDB-ID 731239-8. - 1990, p. 141-158
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| Subject: | Derivat | Derivative | Hedging | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Spanish |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001099829