Co-movements, option pricing and risk management: an application to WTI versus Brent spread options

Domenico De Giovanni1, Arturo Leccadito1,2, Debora Loccisano3

  • 1Department of Economics, Statistics and Finance, University of Calabria, Arcavacata, Italy.

Annals of Operations Research
|November 21, 2022
PubMed

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