An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
By: by Sanford J. Grossman
Contributors: Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-158; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-158
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York, NY
Language: eng
Number of pages: 36
Notes: Bibliography: p. 36.