Calendar anomalies and arbitrage

by Ziemba, W. T.
Additional authors: ebrary, Inc.
Series: World Scientific series in finance, 2010-1082 ; . v. 2 Published by : World Scientific, (New Jersey :) Physical details: xx, 586 p. : ill. Year: 2012
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Includes index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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