Dynamic jump intensities and risk premiums in crude oil futures and options markets
Year of publication: |
2016
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Authors: | Christoffersen, Peter F. ; Jacobs, Kris ; Li, Bingxin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2016, 2, p. 8-30
|
Subject: | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Ölpreis | Oil price | Erdöl | Petroleum | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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