Pricing stock index futures with stochas
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Nusret Cakici; Sris Chatterjee
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Article
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1991
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John Wiley and Sons
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English
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This research was partly funded by a grant from the Coordinating Council of Business Studies at Rutgers University. We gratefully acknowledge the superb research assistance of Steve Alessandrini, and the comments of two anonymous referees. This paper was presented at the 1990 meeting of the Northern