A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Jimmy E. Hilliard, Jitka Hilliard
| Year of publication: |
2019
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|---|---|
| Authors: | Hilliard, Jimmy E. ; Hilliard, Jitka |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 98.2019, p. 137-155
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| Subject: | Hedging | Optionspreistheorie | Option pricing theory | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162247