Balbas, Alejandro; Downarowicz, Anna; Gil-Bazo, Javier - Departamento de Economía de la Empresa, Universidad … - 2005
Oil-linked derivatives are becoming very important in Modern Investment Theory. Accordingly, the analysis of Pricing Techniques and Portfolio Choice Problems involving these securities is a major topic for both managers and researchers. We focus on both the No-Arbitrage Approach and Stochastic...