Concentration on the nearby contract in financial futures markets : a stochastic model to explain the phenomenon
Year of publication: |
2000
|
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Authors: | Bamberg, Günter ; Dorfleitner, Gregor |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 24.2000, 3, p. 246-259
|
Subject: | Derivat | Derivative | Futures | Handelsvolumen der Börse | Trading volume | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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