Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou, Kostas Andriosopoulos
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Kyriakou, Ioannis ; Pouliasis, Panos K. ; Papapostolou, Nikos C. ; Andriosopoulos, Kostas |
| Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 108.2017, p. 80-96
|
| Subject: | Uncertainty modelling | Ocean freight | Estimation | Freight derivatives | Pricing | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Frachtrate | Freight rate | Güterverkehr | Freight transport | Frachtschifffahrt | Cargo shipping | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Straßengüterverkehr | Road freight transport |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.tre.2017.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781992