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Stable distributions, futures prices, and the measurement of trading performance

Stable distributions, futures prices, and the measurement of trading performance

Ronald W. Cornew; Donald E. Town; Lawrence D. Crowson
  • 作者Ronald W. Cornew; Donald E. Town; Lawrence D. Crowson
  • 卷第4卷
  • 期第4期
  • 印刷ISSN0270-7314
  • 电子ISSN1096-9934
  • 文件大小1553.23KB
  • 发表时间1984
  • DOI10.1002/fut.3990040407
  • 页码531-557
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