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G. Dorfleitner
Information about the author G. Dorfleitner will soon be added to the site.
Found
2 papers
in total
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A model for analyzing limit order trading in index futures markets
1999
Open positions in futures are rarely held until expiration. Typically, the position...
A note on the exact replication of a stock index with a multiplier rounding method
1999
For full replication of a stock index one has to multiply the weights of the index...
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