Asian options with zero cost-of-carry: EEX options on freight and iron ore futures
Crossref DOI link: https://doi.org/10.1007/s10203-020-00283-x
Published Online: 2020-05-26
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Haug, Espen Gaarder
Funding for this research was provided by:
Norwegian University of Life Sciences
Text and Data Mining valid from 2020-05-26
Version of Record valid from 2020-05-26
Article History
Received: 7 February 2020
Accepted: 27 April 2020
First Online: 26 May 2020
Compliance with ethical standards
:
: none.