Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets
Year of publication: |
2020
|
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Authors: | Christoffersen, Peter |
Other Persons: | Jacobs, Kris (contributor) ; Li, Bingxin (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Ölpreis | Oil price | Erdöl | Petroleum | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Derivatives 24 (2), 8-30, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 11, 2016 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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