Co-movements, option pricing and risk management: an application to WTI versus Brent spread options
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1572-9338
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options ; day:14 ; month:11 ; year:2022 ; pages:1-23
Annals of operations research ; (14.11.2022), 1-23
- Classification
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Wirtschaft
- Creator
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De Giovanni, Domenico
Leccadito, Arturo
Loccisano, Debora
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10479-022-05059-7
- URN
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urn:nbn:de:101:1-2023012721072213691054
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:32 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- De Giovanni, Domenico
- Leccadito, Arturo
- Loccisano, Debora
- SpringerLink (Online service)
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