10 records found
1
American basket and spread option pricing by a simple binomial tree
Implied volatility in oil markets
Trading commodities: derivatives and risks
A GLN Approach to Valuation and Hedging of Asian Basket Options
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options
Asian basket options and implied correlations in oil markets
Modelling electricity prices by the potential jump-diffusion
Empirical analysis of analytic approximation approaches for pricing and hedging spread options
Average price options in energy markets
Implied Volatility in Oil Markets
