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Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.
Domenico De Giovanni
Arturo Leccadito
Debora Loccisano
Published in:
Ann. Oper. Res. (2024)
Keyphrases
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option pricing
risk management
decision analysis
risk analysis
stock price
risk assessment
decision support system
black scholes
risk evaluation
black scholes model
operational risk
real option
software projects
project management
management system
stock market
probability distribution