The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices
- Gómez-Valle, L.
- Habibilashkary, Z.
- Martínez-Rodríguez, J.
Revista:
Abstract and Applied Analysis
ISSN: 1687-0409, 1085-3375
Ano de publicación: 2017
Volume: 2017
Tipo: Artigo
