Some mathematical properties of the futures market platform

Fodil Laib () and M.S. Laib

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: futures market platform; open interest (search for similar items in EconPapers)
JEL-codes: C02 G13 (search for similar items in EconPapers)
Date: 2007-12-04
New Economics Papers: this item is included in nep-mst
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6126

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