Some mathematical properties of the futures market platform
This 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.
|Date of creation:||04 Dec 2007|
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- LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999.
"Time series properties of an artificial stock market,"
Journal of Economic Dynamics and Control,
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"Asset Pricing Under Endogenous Expectation in an Artificial Stock Market,"
96-12-093, Santa Fe Institute.
- Mark Howard, 1999. "The Evolution of Trading Rules in an Artificial Stock Market," Computing in Economics and Finance 1999 712, Society for Computational Economics.
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