The State Price Density Implied by Crude Oil Futures and Option Prices
Year of publication: |
2020
|
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Authors: | Christoffersen, Peter |
Other Persons: | Jacobs, Kris (contributor) ; Pan, Xuhui (Nick) (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Wirtschaftslage | Macroeconomic performance | Ölpreis | Oil price | Statistische Verteilung | Statistical distribution | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (57 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.1988449 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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