DOI10.3233/RDA-2012-0088zbMath1409.91242OpenAlexW2227558886MaRDI QIDQ3119616
Lide Li, Paul R. Kleindorfer
Publication date: 12 March 2019 Published in: Risk and Decision Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.3233/rda-2012-0088
zbMATH Keywords
correlationARMAenergy markethedgeswaptioncalendar option
Mathematics Subject Classification ID
Derivative securities (option pricing, hedging, etc.) (91G20)