Synthetic Floating Crude Oil Storage and Optimal Statistical Arbitrage : A Model Specification Analysis
Year of publication: |
2012
|
---|---|
Authors: | Bucca, Andrea ; Cummins, Mark |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Arbitrage | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 22, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1932432 [DOI] |
Classification: | C01 - Econometrics ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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