A profit model for spread trading with an application to energy futures
Takashi Kanamura, Svetlozar T. Rachev, and Frank J. Fabozzi
| Year of publication: |
2010
|
|---|---|
| Authors: | Kanamura, Takashi ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 5.2010, 1, p. 48-62
|
| Subject: | Rohstoffderivat | Commodity derivative | Energiereserven | Energy resources | Wertpapierhandel | Securities trading | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Mean Reversion | Mean reversion | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003931729