Analytic approximation formulae for European crack spread options (Q5001166)
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scientific article; zbMATH DE number 7372429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic approximation formulae for European crack spread options |
scientific article; zbMATH DE number 7372429 |
Statements
Analytic approximation formulae for European crack spread options (English)
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16 July 2021
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options valuation
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crack spread options
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options on oil
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