Pricing and hedging European energy derivatives : a case study of WTI oil options
Chih-Chen Hsu; Shih-Kuei Lin; Ting-Fu Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hsu, Chih-chen ; Lin, Shih-kuei ; Chen, Ting-fu |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 43.2014, 3, p. 317-355
|
| Subject: | Mean-reversion | Jump-diffusion | Seasonality | Systematic biases | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Ölmarkt | Oil market | Europa | Europe | Energiemarkt | Energy market | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative |
| 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/10010408044