Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.
In: Math. Comput. Simul., Jg. 215 (2024), S. 228-269
academicJournal
Zugriff:
Titel: |
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.
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Autor/in / Beteiligte Person: | Mehrdoust, Farshid ; Noorani, Idin ; Kanniainen, Juho |
Link: | |
Zeitschrift: | Math. Comput. Simul., Jg. 215 (2024), S. 228-269 |
Veröffentlichung: | 2024 |
Medientyp: | academicJournal |
DOI: | 10.1016/j.matcom.2023.08.009 |
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