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Market making with price limits
Author(s) -
Kuserk Gregory J.,
Locke Peter R.
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199609)16:6<677::aid-fut4>3.0.co;2-c
Subject(s) - futures contract , contango , commodity , commodity pool , financial economics , citation , economics , algorithmic trading , computer science , monetary economics , finance , library science , passive management , fund of funds , market liquidity