Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates


BENTH F. E., DEELSTRA G., KOZPINAR S.

The 19thConference of the Applied Stochastic Models and Data Analysis InternationalSociety (ASMDA2021) and Demographics2021 Workshop, 01 Haziran 2021, (Özet Bildiri)

  • Yayın Türü: Bildiri / Özet Bildiri
  • Ankara Üniversitesi Adresli: Hayır