Commodity Spread Option with Cointegration
Year of publication: |
2015
|
---|---|
Authors: | Nakajima, Katsushi |
Other Persons: | Ohashi, Kazuhiko (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Kointegration | Cointegration | Warenbörse | Commodity exchange | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2603974 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C32 - Time-Series Models ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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