Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options
Fuente:
Wiley Open Access
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| Main Authors: | , |
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| Format: | Artículo Open Access |
| Published: |
Wiley
2024
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| Subjects: | |
| Online Access: | |
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| DOI: | 10.1002/asmb.2882 |
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