Pricing and hedging European energy derivatives : a case study of WTI oil options
Year of publication: |
2014
|
---|---|
Authors: | Hsu, Chih-chen ; Lin, Shih-kuei ; Chen, Ting-fu |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 43.2014, 3, p. 317-355
|
Subject: | Mean-reversion | Jump-diffusion | Seasonality | Systematic biases | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility |
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