Pricing commodity index options

  1. Manzano-Herrero, A.P.
  2. Nastasi, E.
  3. Pallavicini, A.
  4. Vázquez, C.
Journal:
Quantitative Finance

ISSN: 1469-7696 1469-7688

Year of publication: 2023

Volume: 23

Issue: 2

Pages: 297-308

Type: Article

DOI: 10.1080/14697688.2022.2138775 GOOGLE SCHOLAR