Some mathematical properties of the futures market platform
AbstractThis is an introductory work to analytical properties of the futures market platform’s main parameters. The underlying mechanism of this market structure is formulated into a mathematical dynamical model. Some mathematical properties of traders’ positions, their potential and realized wealths, market open interest and average price, are stated and demonstrated.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 6126.
Date of creation: 04 Dec 2007
Date of revision:
futures market platform; open interest;
Find related papers by JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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