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  • Search: subject:"Futures trading Roll yield"
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Commodity derivative 1 Commodity exchange 1 Derivat 1 Derivative 1 Futures trading Roll yield 1 Hedging 1 Mean Reversion 1 Mean reversion 1 Optimal stopping 1 Rohstoffderivat 1 Speculation 1 Spekulation 1 Theorie 1 Theory 1 Variational inequality 1 Warenbörse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Leung, Tim 1 Li, Jiao 1 Li, Xin 1 Wang, Zheng 1
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Asia-Pacific financial markets 1
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ECONIS (ZBW) 1
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Speculative futures trading under mean reversion
Leung, Tim; Li, Jiao; Li, Xin; Wang, Zheng - In: Asia-Pacific financial markets 23 (2016) 4, pp. 281-304
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