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...
| Glavni avtor: | |
|---|---|
| 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 |