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The Impact of Cointegration on Commodity Spread Options

The Impact of Cointegration on Commodity Spread Options

AutorW. Farkas, E. Gourier, R. Huitema, C. Necula
JournalProceedings of the conference "Challenges in derivatives markets", Munich
Datum1. Jan. 2015
KategorieAcademic Publications
VolumeNA

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