Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Günter Bamberg; Gregor Dorfleitner
| Year of publication: |
1998
|
|---|---|
| Authors: | Bamberg, Günter ; Dorfleitner, Gregor |
| Publisher: |
Augsburg : Univ., Inst. für Statitisk und Mathematische Wirtschaftstheorie |
| Subject: | Derivat | Derivative | Futures | Handelsvolumen der Börse | Trading volume | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Theorie | Theory | Termingeschäft | Financial Futures | DAX-Futures | Stochastisches Modell |
| Extent: | 11 Bl. graph. Darst. |
|---|---|
| Series: | Arbeitspapiere zur mathematischen Wirtschaftsforschung. - Augsburg, ZDB-ID 527610-X. - Vol. 168 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013374661