Subordinated Levy Processes and Applications to Crude Oil Options /

One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of cr...

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Bibliografske podrobnosti
Glavni avtor: Krichene, Noureddine
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2005.
Serija:IMF Working Papers; Working Paper ; No. 2005/174
Online dostop:Full text available on IMF

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