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dc.contributor.author
Farkas, Walter
dc.contributor.author
Gourier, Elise
dc.contributor.author
Huitema, Robert
dc.contributor.author
Necula, Ciprian
dc.contributor.editor
Glau, Kathrin
dc.contributor.editor
Grbac, Zorana
dc.contributor.editor
Scherer, Matthias
dc.contributor.editor
Zagst, Rudi
dc.date.accessioned
2017-06-12T19:37:38Z
dc.date.available
2017-06-12T19:37:38Z
dc.date.issued
2016
dc.identifier.isbn
978-3-319-33445-5
dc.identifier.isbn
978-3-319-33446-2
dc.identifier.issn
2194-1009
dc.identifier.issn
2194-1017
dc.identifier.other
10.1007/978-3-319-33446-2_20
dc.identifier.uri
http://hdl.handle.net/20.500.11850/128180
dc.language.iso
en
dc.publisher
Springer
dc.subject
Cointegration
dc.subject
Commodities
dc.subject
Futures prices
dc.subject
Simulation
dc.subject
Spread options
dc.title
The impact of cointegration on commodity spread options
dc.type
Conference Paper
ethz.book.title
Innovations in Derivatives Markets
ethz.journal.title
Springer Proceedings in Mathematics & Statistics
ethz.journal.volume
165
ethz.journal.abbreviated
PROMS
ethz.pages.start
421
ethz.pages.end
435
ethz.event
Conference on Innovations in Derivatives Markets - Fixed income modeling, valuation adjustments, risk management, and regulation, 2015
ethz.event.location
Munich, Germany
ethz.event.date
March 30 - April 1, 2015
ethz.notes
.
ethz.identifier.scopus
ethz.publication.place
Cham
ethz.publication.status
published
ethz.date.deposited
2017-06-12T19:38:38Z
ethz.source
ECIT
ethz.identifier.importid
imp5936553c08bc779311
ethz.ecitpid
pub:191085
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T21:29:54Z
ethz.rosetta.lastUpdated
2018-12-02T06:59:16Z
ethz.rosetta.versionExported
true
ethz.COinS
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