DERIVATIVE STRATEGIES - EFFECT OF NON-NORMALITY DYNAMICS ON THE EXPECTED RETURN OF OPTIONS
Year of publication: |
2009
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Authors: | Figelman, Ilya |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 35.2009, 2, p. 110-117
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