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  • Search: subject:"Commodity futures option"
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Subject
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Commodity derivative 2 Commodity exchange 2 Commodity futures option 2 Derivat 2 Derivative 2 Option pricing theory 2 Optionspreistheorie 2 Rohstoffderivat 2 Warenbörse 2 American option 1 China 1 Financialization 1 Implied volatility 1 Index futures 1 Index-Futures 1 Mean-reverting 1 Option pricing 1 Option trading 1 Optionsgeschäft 1 Regime switching 1 SVI model 1 Volatility 1 Volatilität 1 Willow tree method 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
Author
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Chen, Wenting 1 He, Xin-Jiang 1 Huo, Zhongyao 1 Xu, Wei 1 Šević, Aleksandar 1 Šević, Željko 1
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Finance research letters 1 Research in international business and finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Analytically pricing commodity futures options in a regime-switching financialization framework
Chen, Wenting; Huo, Zhongyao; He, Xin-Jiang - In: Finance research letters 85 (2025) 5, pp. 1-7
Persistent link: https://www.econbiz.de/10015589678
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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