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.
Aldizkaria:
Abstract and Applied Analysis

ISSN: 1687-0409,  1085-3375

Argitalpen urtea: 2017

Alea: 2017

Mota: Artikulua

DOI: 10.1155/2017/3286549 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus