Why derivatives on derivatives? The case of spread futures
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Intermediation.
Volume (Year): 15 (2006)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/622875
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- John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 3(1), pages 63-96, December.
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