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subject:"Option pricing theory"
~person:"Li, Bingxin"
~subject:"Futures"
~type_genre:"Article in journal"
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Option pricing theory
Futures
Commodity derivative
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Rohstoffderivat
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Li, Bingxin
Schwartz, Eduardo S.
9
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Power, Gabriel J.
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Energy economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Pricing dynamics of natural gas futures
Li, Bingxin
- In:
Energy economics
78
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012159889
Saved in:
2
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
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