Mathematical Models for Stock Pinning near Option Expiration Dates
- 25 April 2012
- journal article
- research article
- Published by Wiley in Communications on Pure and Applied Mathematics
- Vol. 65 (7) , 949-974
- https://doi.org/10.1002/cpa.21404
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Master curve for price-impact functionNature, 2003
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMSRussian Mathematical Surveys, 1970