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From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz; Tavin, Bertrand - In: Journal of banking & finance 95 (2018), pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
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Transaction costs, option prices, and model risk in fair value accounting
Belze, Loïc; Larmande, François; Schneider, Lorenz - In: The European accounting review 29 (2020) 2, pp. 201-232
Persistent link: https://www.econbiz.de/10012263200