Detecting price artificiality and manipulation in futures markets : an application to Amaranth
Year of publication: |
2012
|
---|---|
Authors: | Saha, Atanu ; Petersen, Hans-Jürgen |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 18.2012, 3, p. 254-271
|
Subject: | Theorie | Theory | Derivat | Derivative |
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