Subordinated Levy Processes and Applications to Crude Oil Options

Subordinated Levy Processes and Applications to Crude Oil Options
One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of crude oil and proposes Levy processes for... READ MORE...

Publication date: September 2005
ISBN 9781451861938
$15.00

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