Optimal Futures Innovation in a Dynamic Economy: The Discrete-Time Case
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 74 (1997)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/622869
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- Cuny, Charles J, 1993. "The Role of Liquidity in Futures Market Innovations," Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 57-78.
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- Abraham Lioui & Patrice Poncet, 2001.
"Dynamic Asset Pricing With Non-Redundant Forwards,"
2001-10, Department of Economics, Bar-Ilan University.
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