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395 References Admati, A ., and P . Pfleiderer, 1988, "A Theory of Intradaγ Patterns : Volume and Price Variability," Review of Financial Studies, 1, 3-40 . Admati,…

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Slide 1 Chapter 131 CHAPTER 13 Options on Futures In this chapter, we discuss option on futures contracts. This chapter is organized into: 1. Characteristics of Options on…