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Co-movements, option pricing and risk management: an application to WTI versus Brent spread options

Crossref DOI link: https://doi.org/10.1007/s10479-022-05059-7

Published Online: 2022-11-14

Published Print: 2024-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

De Giovanni, Domenico https://orcid.org/0000-0002-5851-6064
Leccadito, Arturo https://orcid.org/0000-0002-9101-4242
Loccisano, Debora https://orcid.org/0000-0003-2834-0368
Funding

Funding for this research was provided by:

Università della Calabria
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Text and Data Mining valid from 2022-11-14

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Article History

Accepted: 1 November 2022

First Online: 14 November 2022