The Feedback Effect of Hedging in Illiquid Markets (Q4507289)

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scientific article; zbMATH DE number 1519196
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The Feedback Effect of Hedging in Illiquid Markets
scientific article; zbMATH DE number 1519196

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    The Feedback Effect of Hedging in Illiquid Markets (English)
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    18 October 2000
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    option pricing
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    illiquid markets
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    market manipulation
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    portfolio insurance
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    feedback trading
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