Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market

Farshid Mehrdoust, Idin Noorani, Juho Kanniainen. Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Mathematics and Computers in Simulation, 215:228-269, January 2024. [doi]

Abstract

Abstract is missing.