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

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