Long term spread option valuation and hedging
Year of publication: |
2008
|
---|---|
Authors: | Dempster, Michael A. H. ; Medova, Elena ; Tang, Ke |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2530-2540
|
Subject: | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Hedging | Rohstoffderivat | Commodity derivative | Theorie | Theory |
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