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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-016-9215-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619949