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"Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire ..."
Agostino Capponi, Paul Glasserman, Marko H. Weber (2020)
- Agostino Capponi, Paul Glasserman, Marko H. Weber:
Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. Manag. Sci. 66(8): 3581-3602 (2020)
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