A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Year of publication: |
2019
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Authors: | Hilliard, Jimmy E. ; Hilliard, Jitka |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 98.2019, p. 137-155
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Subject: | Hedging | Optionspreistheorie | Option pricing theory | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading |
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