Spark spread options when commodity prices are represented as time changed processes
Elisa Luciano
| Year of publication: |
2008
|
|---|---|
| Authors: | Luciano, Elisa |
| Published in: |
Risk management in commodity markets : from shipping to agricuturals and energy. - Chichester : Wiley, ISBN 0-470-69425-4. - 2008, p. 129-151
|
| Subject: | Energiemarkt | Energy market | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading | Zeit | Time | Multivariate Analyse | Multivariate analysis | Optionspreistheorie | Option pricing theory | Europa | Europe |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003787696