Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process
Futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future. Pricing of this tool depends on expected price of asset or commodity at the maturity date. According to this, theoretical futures pric...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
University of Sistan and Baluchestan
2016-10-01
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| Serie: | International Journal of Business and Development Studies |
| Soggetti: | |
| Accesso online: | https://ijbds.usb.ac.ir/article_2633_89b0d02424b222ae7168b11c8e923466.pdf |
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