Hedging with mispriced futures
By: John J. Merrick, Jr
Series: Working paper / Federal Reserve Bank of Philadelphia -- no. 87- 11
Publisher: Federal Reserve Bank of Philadelphia
Published: 1987
Place of publication: [Philadelphia]
Language: eng
Number of pages: 41
Subjects: Hedging (Finance); Stock index futures
Notes: "July 1987."

Bibliography: p. 34