Concentration on the nearby contract in financial futures markets : a stochastic model to explain the phenomenon
Günter Bamberg and Gregor Dorfleitner
| Year of publication: |
2000
|
|---|---|
| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001569180