Smile modeling in commodity markets
Year of publication: |
2020
|
---|---|
Authors: | Nastasi, Emanuele ; Pallavicini, Andrea ; Sartorelli, Giulio |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 3, p. 1-28
|
Subject: | Commodity | option pricing | margining procedures | collaterals | local volatility | stochastic volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market |
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