مرور Volume 8, Issue 1 بر اساس موضوع "Oil futures"

در حال نمایش موارد 1 - 1 از 1

  • Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process 

    Esmaeili Razi, Hossein؛ Dallali Esfahani, Rahim؛ Samadi, Saeid؛ Parvardeh, Afshin (University of Sistan and Balouchestan, 2016-10-01)
    Futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future. Pricing of this tool depends on expected price of asset ...