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The Impact of Cointegration on Commodity Spread Options

The Impact of Cointegration on Commodity Spread Options

AuthorW. Farkas, E. Gourier, R. Huitema, C. Necula
JournalProceedings of the conference "Challenges in derivatives markets", Munich
Date1 jan. 2015
CatégorieAcademic Publications
VolumeNA

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