Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610): Difference between revisions
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Revision as of 11:05, 30 July 2024
scientific article; zbMATH DE number 7764066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market |
scientific article; zbMATH DE number 7764066 |
Statements
Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (English)
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13 November 2023
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commodity markets
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parameter estimation
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greeks
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regime-switching model
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