Smile Modelling in Commodity Markets
Year of publication: |
2020
|
---|---|
Authors: | Nastasi, Emanuele |
Other Persons: | Pallavicini, Andrea (contributor) ; Sartorelli, Giulio (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Rohstoffpreis | Commodity price | Warenbörse | Commodity exchange |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 29, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3240490 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Futures price volatility in commodities markets : the role of short term vs long term speculation
Manera, Matteo, (2013)
-
Janardanan, Rajkumar, (2019)
-
Nguyen, Duc Binh Benno, (2019)
- More ...
-
Pricing commodity swing options
Daluiso, Roberto, (2020)
-
Smile modeling in commodity markets
Nastasi, Emanuele, (2020)
-
Pricing commodity index options
Manzano-Herrero, Alberto Pedro, (2023)
- More ...