Crack spread option pricing with copulas
Year of publication: |
2013
|
---|---|
Authors: | Herath, Hemantha S. B. ; Kumar, Pranesh ; Amershi, Amin H. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 37.2013, 1, p. 100-121
|
Subject: | Optionspreistheorie | Option pricing theory | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility |
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