Cite
HARVARD Citation
Yang, S. et al. (2016). Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts. Quantitative finance. 16 (5), pp. 749-762. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Yang, S. et al. (2016). Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts. Quantitative finance. 16 (5), pp. 749-762. [Online].