Pricing and risk of swing contracts in natural gas markets.
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 77, doi. 10.1007/s11147-018-9146-x
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Works matching IS 13806645 AND DT 2019 AND VI 22 AND IP 1
Results: 4
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2
Pricing VIX derivatives with free stochastic volatility model.
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 41, doi. 10.1007/s11147-018-9145-y
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- Article
3
A general closed form option pricing formula.
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 1, doi. 10.1007/s11147-018-9144-z
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- Article
4
Is trading in the shortest-term index options profitable?
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 169, doi. 10.1007/s11147-018-9147-9
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- Article