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Energy commodities and calendar spread options
Frau, Carme
;
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Energy economics
151
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015614716
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Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
111
(
2026
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015647422
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