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Ruolan Ouyang
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Optimization Algorithm
Black Scholes
Crude Oil
Financial Crisis
Top Venues
Ann. Oper. Res.
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Publications
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Jilong Chen
,
Christian-Oliver Ewald
,
Ruolan Ouyang
,
Sjur Westgaard
,
Xiaoxia Xiao
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil.
Ann. Oper. Res.
313 (1) (2022)