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!
| Publication | Date of Publication | Type |
|---|---|---|
| Option prices in the equity, index and commodity markets: the ``message from markets'' | 2024-09-06 | Paper |
| Oil futures volatility smiles in 2020: why the Bachelier smile is flatter Review of Derivatives Research | 2022-08-19 | Paper |
| The valuation and information content of options on crude-oil futures contracts Review of Derivatives Research | 2015-07-09 | Paper |
| Valuation of Commodity-Based Swing Options Management Science | 2012-02-19 | Paper |
| The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets Review of Derivatives Research | 2007-02-14 | Paper |
Research outcomes over time
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