Asian basket options and implied correlations in oil markets

SA Borovkova, FJ Permana

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

Original languageUndefined/Unknown
Title of host publicationFinancial Engineering and Applications
EditorsP Locke
Place of PublicationUSA
PublisherACTA Press
Pages85-91
Number of pages7
ISBN (Print)978-0-88986-681-2
Publication statusPublished - 2007
EventProceeding of the fourth IASTED International Conference - USA
Duration: 24 Sep 200726 Sep 2007

Publication series

Name
PublisherActa Press

Conference

ConferenceProceeding of the fourth IASTED International Conference
Period24/09/0726/09/07

Keywords

  • Conf.proc. > 3 pag

Cite this

Borovkova, SA., & Permana, FJ. (2007). Asian basket options and implied correlations in oil markets. In P. Locke (Ed.), Financial Engineering and Applications (pp. 85-91). ACTA Press.