An empirical model comparison for valuing crack spread options
Steffen Mahringer, Marcel Prokopczuk
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Mahringer, Steffen ; Prokopczuk, Marcel |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 177-187
|
| Subject: | Crack spread options | Option valuation | Cointegrated underlyings | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.06.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564825