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STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS - MaRDI portal

STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS (Q3022105)

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scientific article
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English
STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS
scientific article

    Statements

    title
    STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS (English)
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    author
    Mihaela Manoliu
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    publication date
    22 June 2005
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    zbMATH Keywords
    storage option
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    calendar spread option
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    tree models
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    path dependence
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    Identifiers

    zbMATH DE Number
    2177863
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    OpenAlex ID
    W2015981034
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