The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices
- Gómez-Valle, L.
- Habibilashkary, Z.
- Martínez-Rodríguez, J.
Revue:
Abstract and Applied Analysis
ISSN: 1687-0409, 1085-3375
Année de publication: 2017
Volumen: 2017
Type: Article