Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
Crossref DOI link: https://doi.org/10.1007/s11579-018-0225-4
Published Online: 2018-08-16
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
SenGupta, Indranil http://orcid.org/0000-0002-4842-1352
Wilson, William
Nganje, William
Text and Data Mining valid from 2018-08-16
Article History
Received: 9 December 2017
Accepted: 6 August 2018
First Online: 16 August 2018