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