Capturing the power options smile by an additive two-factor model for overlapping futures prices

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Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Center for Mathematical Economics Working Papers ; 625

Classification
Wirtschaft

Event
Veröffentlichung
(where)
Bielefeld
(who)
Universitätsbibliothek Bielefeld
(when)
2019
Creator
Piccirilli, Marco
Schmeck, Maren Diane
Vargiolu, Tiziano

URN
urn:nbn:de:0070-pub-29377564
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
25.03.2025, 1:42 PM CET

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Associated

  • Piccirilli, Marco
  • Schmeck, Maren Diane
  • Vargiolu, Tiziano
  • Universitätsbibliothek Bielefeld

Time of origin

  • 2019

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