Crack spread option pricing with copulas.
| Autor: | Herath, Hemantha1 hemantha.herath@brocku.ca, Kumar, Pranesh2 kumarp@unbc.ca, Amershi, Amin3 amershi@mcmaster.ca |
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| Zdroj: | Journal of Economics & Finance. Jan2013, Vol. 37 Issue 1, p100-121. 22p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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