The time pattern of hedging and the volatility of futures prices
By: by Ronald W. Anderson and Jean-Pierre Danthine
Contributors: Danthine, Jean-Pierre, author
Series: Working paper series -- CSFM-7; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-7.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1981
Place of publication: [New York]
Language: eng
Number of pages: 49
Notes: Bibliography: p. 49.