On calendar energy options
Lide Li and Paul R. Kleindorfer
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Lide ; Kleindorfer, Paul R. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 4, p. 225-233
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| Subject: | Calendar option | energy market | swaption | ARMA | correlation | hedge | Energiemarkt | Energy market | Hedging | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kalendereffekt | Calendar effect | Korrelation | Correlation | Volatilität | Volatility | Energiewirtschaft | Energy sector |
| 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/10010475802