Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (Q2044818): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10203-020-00283-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3029948525 / rank | |||
Normal rank | |||
Revision as of 20:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian options with zero cost-of-carry: EEX options on freight and iron ore futures |
scientific article |
Statements
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (English)
0 references
10 August 2021
0 references
Asian options
0 references
arithmetic average rate options
0 references
zero cost-of-carry
0 references
European energy exchange
0 references
freight futures options
0 references
iron ore futures options
0 references
