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~isPartOf:"The journal of trading"
~person:"Canarella, Giorgio"
~person:"Fabozzi, Frank J."
~subject:"Mean Reversion"
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A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
The journal of trading
5
(
2010
)
1
,
pp. 48-62
Persistent link: https://www.econbiz.de/10003931729
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