Seasonality and the valuation of commodity options
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- Janis Back & Marcel Prokopczuk & Markus Rudolf, 2010. "Seasonality and the Valuation of Commodity Options," ICMA Centre Discussion Papers in Finance icma-dp2010-08, Henley Business School, Reading University.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsCommodities; Seasonality; Options pricing;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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