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Decreased price clustering in FTSE 100 futures contracts following a transfer from floor to electronic trading
Ap Gwilym, Owain, (2003)
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading
Gwilym, Owain ap, (2003)
Forecasting volatility for options pricing for the UK stock market
Ap Gwilym, Owain, (2001)