4 J un 2 00 9 THE PREMIUM OF DYNAMIC TRADING
نویسندگان
چکیده
This research was supported by the RGC Earmarked Grants CUHK 4175/03E, CUHK418605, and Croucher Senior Research Fellowship. Business Section, Institute of Textile and Clothing, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong. E-mail: . Nomura Centre for Mathematical Finance, and Oxford–Man Institute of Quantitative Finance, University of Oxford, 24–29 St Giles, Oxford OX1 3LB, and Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong. E-mail: ; Tel.: +44(0)1865-280614; Fax: +44(0)1865-270515.
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