Oil futures volatility smiles in 2020: Why the bachelier smile is flatter
Crossref DOI link: https://doi.org/10.1007/s11147-022-09185-z
Published Online: 2022-02-15
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Galeeva, Roza http://orcid.org/0000-0002-0687-3465
Ronn, Ehud
Text and Data Mining valid from 2022-02-15
Version of Record valid from 2022-02-15
Article History
Accepted: 16 January 2022
First Online: 15 February 2022