Statistical arbitrage in the freight options market
Roar Adland, Lars Eirik Anestad and Bjarte Abrahamsen
| Year of publication: |
2023
|
|---|---|
| Authors: | Adland, Roar ; Anestad, Lars Eirik ; Abrahamsen, Bjarte |
| Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 50.2023, 2, p. 141-156
|
| Subject: | dry bulk | forward freight agreements | Freight options | volatility term structure | volatility trading | Volatilität | Volatility | Frachtrate | Freight rate | Derivat | Derivative | Frachtschifffahrt | Cargo shipping | Güterverkehr | Freight transport | Arbitrage | Optionspreistheorie | Option pricing theory | Massengutschifffahrt | Dry bulk shipping | Zinsstruktur | Yield curve |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2021.1975055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231507