Risk management for crude oil futures: an optimal stopping-timing approach
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Publication:2150832
DOI10.1007/S10479-021-04092-2zbMath1490.91209OpenAlexW3160940902MaRDI QIDQ2150832
Yaosong Zhan, Sabri Boubaker, Zhen-Ya Liu
Publication date: 30 June 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04092-2
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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Cites Work
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