Fundamentals, Storage, and the Model of the Squeeze
I Bouchouev - Virtual Barrels: Quantitative Trading in the Oil Market, 2023 - Springer
We use the conventional storage theory to illustrate the dynamic feedback loop between
prices and inventories and highlight the challenge of its practical applications to the oil …
prices and inventories and highlight the challenge of its practical applications to the oil …
[PDF][PDF] Tighter bounds for implied volatility based on the Dirac delta family method
Z Cui, Y Liu, Y Yao - 2023 - researchgate.net
Over decades, accurate computation of the Black-Scholes implied volatility (IV) is still
demanding and challenging for quantitative finance researchers and practitioners. In this …
demanding and challenging for quantitative finance researchers and practitioners. In this …
[PDF][PDF] Operational and financial factors for reducing price exposure of Northern European airlines to fluctuations in the fuel market
P Sorokin - 2022 - himolde.brage.unit.no
First of all, this work would not have been possible without the sensitive guidance, advice
and support of a supervisor. Dr. ing. Svein Bråthen–Professor in Transport Economics at …
and support of a supervisor. Dr. ing. Svein Bråthen–Professor in Transport Economics at …