Publisher
Springer Nature Switzerland
Reference10 articles.
1. Carmona, R., & Durrleman, V. (2003). Pricing and hedging spread options. SIAM Review, 45(4), 627–685.
2. Considine, J., Galkin, P., & Aldayel, A. (2022). Inventories and the term structure of oil prices: A complex relationship. Resources Policy, 77, 1–18.
3. Dempster, M. A. H., & Hong, S. S. G. (2002). Spread option valuation and the fast Fourier transform. In H. Geman, D. Madan, S. R. Pliska, & T. Vorst (Eds.), Mathematical finance, Bachelier congress (Vol. 1, pp. 203–220). Springer.
4. Eydeland, A., & Wolyniec, K. (2003). Energy and power risk management: New developments in modeling, pricing, and hedging. Wiley.
5. Johnson, O. (2022). 40 classic crude oil trades: Real-life examples of innovative trading. Routledge.