Price discontinuities in the market for RINs
Year of publication: |
December 2016
|
---|---|
Authors: | Mason, Charles F. ; Wilmot, Neil A. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 132.2016, 2, p. 79-97
|
Subject: | RINs prices | Jump diffusion | GARCH | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Preismanagement | Pricing strategy | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
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