Spread options and risk management : lognormal versus normal distribution approach
Year of publication: |
2015
|
---|---|
Authors: | Brooks, Robert ; Cline, Brandon N. |
Published in: |
Financial services review : the journal of individual financial management. - Athens, Ohio : Academy of Financial Services, ISSN 1873-5673, ZDB-ID 1130453-4. - Vol. 24.2015, 1, p. 15-35
|
Subject: | Spread options | Basis options | Lognormal | Normal | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution | Derivat | Derivative | Risikomanagement | Risk management |
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