Commodity spread option with cointegration (Q1627674)
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scientific article; zbMATH DE number 6987610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Commodity spread option with cointegration |
scientific article; zbMATH DE number 6987610 |
Statements
Commodity spread option with cointegration (English)
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3 December 2018
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cointegration
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commodity prices
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convenience yield
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energy
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spread option
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0.95386654
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0.8864991
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0.8841495
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0.8681171
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0.8414222
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0.8353262
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0.8348896
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