Dynamic jump intensities and risk premiums in crude oil futures and options markets
Peter Christoffersen, Kris Jacobs, and Bingxin Li
| Year of publication: |
2016
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Jacobs, Kris ; Li, Bingxin |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2016, 2, p. 8-30
|
| Subject: | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading | Erdöl | Petroleum | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687332