Gregorio Serna

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Commodity derivative valuation under a factor model with time-varying market prices of risk
Review of Derivatives Research
2015-07-09Paper
Analyzing the dynamics of the refining margin: implications for valuation and hedging
Quantitative Finance
2014-01-30Paper


Research outcomes over time


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