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Concentration on the nearby contract in futures markets

a simple stochastic model to explain the phenomenon

Part of: Arbeitspapiere zur mathematischen Wirtschaftsforschung ; 168
Author: Bamberg, Günter
Dorfleitner, Gregor
Media Type: Printed Book
Language: German
Published: Augsburg, Inst. für Statistik u. Mathemat. Wirtschaftstheorie, 1998


Department Library of Mechanical & Process Engineering, Economics (Building 42)

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available 2 weeks lendable WIR 034/024-168 105123651