Pages that link to "Item:Q889623"
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The following pages link to Pricing and hedging Asian-style options on energy (Q889623):
Displaying 5 items.
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- A note on the implied volatility of floating strike Asian options (Q2292064) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- An integer programming based strategy for Asian-style futures arbitrage over the settlement period (Q4586462) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)