Competitive trading in forward and spot markets under yield uncertainty
Year of publication: |
2022
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Authors: | Shao, Lusheng ; Wang, Derui ; Wu, Xiaole |
Published in: |
Production and operations management : the flagship research journal of the Production and Operations Management Society. - London : Sage Publications, ISSN 1937-5956, ZDB-ID 2151364-8. - Vol. 31.2022, 9, p. 3400-3418
|
Subject: | forward market | market equilibrium | price formation | random yield | spot market | Spotmarkt | Spot market | Derivat | Derivative | Theorie | Theory | Währungsderivat | Currency derivative |
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