3 results
A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 20 February 2023, pp. 168-188
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
15 - Risk Mitigation Using Options and Derivatives
-
- Book:
- Quantitative Enterprise Risk Management
- Published online:
- 28 July 2022
- Print publication:
- 05 May 2022, pp 421-441
-
- Chapter
- Export citation
REGULATING EXCESSIVE SPECULATION: COMMODITY DERIVATIVES AND THE GLOBAL FOOD CRISIS
-
- Journal:
- International & Comparative Law Quarterly / Volume 66 / Issue 3 / July 2017
- Published online by Cambridge University Press:
- 26 April 2017, pp. 625-655
- Print publication:
- July 2017
-
- Article
- Export citation