WTI crude oil option implied VaR and CVaR: An empirical application
Year of publication: |
2019
|
---|---|
Authors: | Barone‐Adesi, Giovanni ; Finta, Marinela Adriana ; Legnazzi, Chiara ; Sala, Carlo |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2019 (20.03.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
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