The valuation and information content of options on crude-oil futures contracts
Year of publication: |
July 2015
|
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Authors: | Murphy, Finbarr ; Ronn, Ehud I. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 18.2015, 2, p. 95-106
|
Subject: | Crude-oil futures and options | Informational content of derivative securities | Derivat | Derivative | Informationswert | Information value | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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