Modeling stock pinning
Year of publication: |
2008
|
---|---|
Authors: | Jeannin, Marc ; Iori, Giulia ; Samuel, David |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 8, p. 823-831
|
Publisher: |
Taylor & Francis Journals |
Subject: | Hedging strategies | Pinning effect | Microstrucutre modeling |
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