Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks (Q6129423)
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scientific article; zbMATH DE number 7833503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks |
scientific article; zbMATH DE number 7833503 |
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Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks (English)
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17 April 2024
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crude oil
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equilibrium option pricing
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stochastic convenience yield
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jump risk
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stochastic volatility
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nonlinear dynamics
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