Risk management for crude oil futures: an optimal stopping-timing approach

Sabri Boubaker, Zhenya Liu, Yaosong Zhan. Risk management for crude oil futures: an optimal stopping-timing approach. Annals OR, 313(1):9-27, 2022. [doi]

Authors

Sabri Boubaker

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Zhenya Liu

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Yaosong Zhan

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