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Papers received as of Thu Jan  1 02:01:21 CST 1998.
(To retrieve abstracts without full papers, use e.g.    get 9801001.abs )
 get 3 2.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-fin/9801001
From: paolop@unive.it
Date: Fri, 16 Jan 98 05:25:04 CST   ( 0kb + 171kb + 66kb )

Title: Efficient Monte Carlo Pricing of Basket Options
Author: P. Pellizzari (University of Venice)
Contact: paolop@unive.it
Comments: Type of Document - Tex (OzTex for Mac); prepared on Macintosh
6100; to print on PostScript; pages: 10; figures: 1 (included)
Keywords: Option pricing, Monte Carlo methods, Variance reduction,
Basket options
JEL: c8
EWPA-references:
Report-no: lav98-1
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Paper: ewp-fin/9801002
From: manfredo@uiuc.edu
Date: Mon, 26 Jan 98 12:45:43 CST   ( 0kb + 222kb )

Title: Do Brokers Misallocate Customer Trades? Evidence From Futures
Markets
Author: Hun Y. Park (University of Illinois at Urbana-Champaign) and
Asani Sarkar (Federal Reserve Bank of New York) and Lifan Wu (City
University of Hong Kong)
Contact: h-park3@uiuc.edu
Comments: Type of Document - pdf; prepared on PC; to print on HP
Laserjet; pages: 41. Office for Futures and Options Research (OFOR) at
the University of Illinois at Urbana-Champaign. Working Paper 98-01. For
a complete list of OFOR working papers see
http://w3.ag.uiuc.edu/ACE/ofor
Keywords: futures, brokers, trading
JEL: G12, G13, G18
EWPA-references:
Report-no: OFOR-98-01
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