Quadratic Model for Oil Options Market
The study uses the quadratic normal model to improve oil options pricing and hedging, incorporating fat-tailed distributions and testing its efficiency over 25 years.
Featured in No. 83 on 23 Jan 2025 · 6 days after release
- Released
- 17 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- SSRN 5098853
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