On calendar energy options
Year of publication: |
2013
|
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Authors: | Li, Lide ; Kleindorfer, Paul R. |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 4, p. 225-233
|
Subject: | Calendar option | energy market | swaption | ARMA | correlation | hedge | Hedging | Energiemarkt | Energy market | Optionspreistheorie | Option pricing theory | Kalendereffekt | Calendar effect | Optionsgeschäft | Option trading | Korrelation | Correlation | Derivat | Derivative | Volatilität | Volatility | ARMA-Modell | ARMA model | Swap |
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