Ehud I. Ronn

From MaRDI portal
Person:867121

Available identifiers

zbMath Open ronn.ehud-iMaRDI QIDQ867121

List of research outcomes





PublicationDate of PublicationType
Option prices in the equity, index and commodity markets: the ``message from markets2024-09-06Paper
Oil futures volatility smiles in 2020: why the Bachelier smile is flatter2022-08-19Paper
The valuation and information content of options on crude-oil futures contracts2015-07-09Paper
Valuation of Commodity-Based Swing Options2012-02-19Paper
The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets2007-02-14Paper

Research outcomes over time

This page was built for person: Ehud I. Ronn

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:867121&oldid=11008399"
Powered by MediaWiki