The Wandering of Corn

Preprint English OPEN
Salov, Valerii;
(2017)
  • Subject: Quantitative Finance - General Finance
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and their increments are discrete and obey lattice probability distributions. A function for sys... View more
  • References (54)
    54 references, page 1 of 6

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