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]

Authors

Farshid Mehrdoust

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Idin Noorani

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Juho Kanniainen

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