The Impact of Cointegration on Commodity Spread Options (Q4689923)
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scientific article; zbMATH DE number 6959398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Impact of Cointegration on Commodity Spread Options |
scientific article; zbMATH DE number 6959398 |
Statements
The Impact of Cointegration on Commodity Spread Options (English)
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22 October 2018
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cointegration
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futures prices
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commodities
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spread options
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simulation
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