Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Analytic formulas for futures and options for a linear quadratic jump ..."

Christian-Oliver Ewald, Yihan Zou (2021)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2021.02.004

access: closed

type: Journal Article

metadata version: 2023-08-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/EwaldZ21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/EwaldZ21
Christian-Oliver Ewald, Yihan Zou:
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? Eur. J. Oper. Res. 294(2): 801-815 (2021)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.