Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market
In: Mathematics and Computers in Simulation, Jg. 215 (2024), S. 228-269
Online
academicJournal
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 |
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Zeitschrift: | Mathematics and Computers in Simulation, Jg. 215 (2024), S. 228-269 |
Veröffentlichung: | 2024 |
Medientyp: | academicJournal |
ISSN: | 0378-4754 (electronic) |
DOI: | 10.1016/j.matcom.2023.08.009 |
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