The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices

  1. Gómez-Valle, L.
  2. Habibilashkary, Z.
  3. Martínez-Rodríguez, J.
Revista:
Abstract and Applied Analysis

ISSN: 1687-0409,  1085-3375

Any de publicació: 2017

Volum: 2017

Tipus: Article

DOI: 10.1155/2017/3286549 GOOGLE SCHOLAR lock_openAccés obert editor
Font de les dades: Scopus