Mathematical Models for Stock Pinning near Option Expiration Dates

✍ Scribed by Marco Avellaneda; Gennady Kasyan; Michael D. Lipkin

• Book ID: 112068884
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 946 KB
• Volume: 65
• Category: Article
• ISSN: 0010-3640
• DOI: 10.1002/cpa.21404