Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks.

Zhihao Hu Ben-Zhang Yang Xin-Jiang He Jia Yue

Published in: Math. Comput. Simul. (2024)

Keyphrases

crude oil
option pricing
optimal pricing
black scholes model
double exponential
long run
oil field
game theory
pricing mechanism
demand function
risk management
stock price
pricing model
computer vision
dynamic pricing
markov chain
long term
decision making
dynamic programming
genetic algorithm