An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
Sanford J. Grossman
| Year of publication: |
1988
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|---|---|
| Authors: | Grossman, Sanford J. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 61.1988, 3, p. 275-298
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| Subject: | Derivat | Derivative | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001052097