Mathematical modeling of the forward contract market

DOI10.3103/S0278641908030047MaRDI QIDQ2519396zbMATH OpenFDO

Authors A. G. Gusev, Aleksandr A. Vasin

Publication date 26 January 2009

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S0278641908030047

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Two-stage market with a random factor
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Cites work

• Cournot competition, forward markets and efficiency
• Softening competition through forward trading

Cited in

(5)

• Analysis on the forward market equilibrium model
• A game-theoretic model of agents' interaction in a two-stage market with random factor
• scientific article; zbMATH DE number 3848924 (Why is no real title available?)
• Mathematical modelling of system trade in currencies, shares, and financial futures
• Two-stage market with a random factor

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