An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
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| Description | scientific article published in August 1987 |
| Author/s |
author: Sanford J. Grossman |
| Publication date | August 1987 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w2357/w2357.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |