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Informed option-trading strategies: the impact on the underlying price process

Authors :
de Jong, C (Cyriel)
Department of Finance
Publication Year :
2001
Publisher :
Erasmus Research Institute of Management (ERIM), 2001.

Details

Database :
OpenAIRE
Accession number :
edsair.narcis........703d087d222fe6ee6cf864f782fa4ffd