"Co-movements, option pricing and risk management: an application to WTI ..."

Domenico De Giovanni, Arturo Leccadito, Debora Loccisano (2024)

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DOI: 10.1007/S10479-022-05059-7

access: open

type: Journal Article

metadata version: 2024-06-08

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Domenico De Giovanni, Arturo Leccadito, Debora Loccisano:
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. Ann. Oper. Res. 336(1-2): 1039-1061 (2024)

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