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A Profit Model for Spread Trading with an Application to Energy Futures
Kanamura, Takashi, Rachev, Svetlozar T, Fabozzi, Frank JVolume:
5
Langue:
english
Journal:
The Journal of Trading
DOI:
10.3905/jot.2010.5.1.048
Date:
January, 2010
Fichier:
PDF, 2.20 MB
english, 2010