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Stable distributions, futures prices, and the measurement of trading performance
Author(s) -
Cornew Ronald W.,
Town Donald E.,
Crowson Lawrence D.
Publication year - 1984
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/fut.3990040407
Subject(s) - futures contract , citation , corporation , algorithmic trading , management , mathematics , mathematical economics , economics , library science , financial economics , computer science , finance
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