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Munich Personal RePEc Archive

Some mathematical properties of the futures market platform

Laib, Fodil and Laib, M.S. (2007): Some mathematical properties of the futures market platform.

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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.

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