Pricing commodity swing options
Year of publication: |
2020
|
---|---|
Authors: | Daluiso, Roberto |
Other Persons: | Nastasi, Emanuele (contributor) ; Pallavicini, Andrea (contributor) ; Sartorelli, Giulio (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3524802 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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