Speculative futures trading under mean reversion

Tim Leung, Jiao Li, Xin Li, Zheng Wang

Year of publication:	December 2016
Authors:	Leung, Tim ; Li, Jiao ; Li, Xin ; Wang, Zheng
Published in:	Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 23.2016, 4, p. 281-304
Subject:	Optimal stopping \| Mean reversion \| Futures trading Roll yield \| Variational inequality \| Mean Reversion \| Derivat \| Derivative \| Theorie \| Theory \| Spekulation \| Speculation \| Hedging \| Rohstoffderivat \| Commodity derivative \| Warenbörse \| Commodity exchange

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011619949

A service of the