WTI crude oil option implied VaR and CVaR: An empirical application

Giovanni Barone-Adesi, Marinela Adriana Finta, Chiara Legnazzi, Carlo Sala

Research output: Indexed journal article Articlepeer-review

9 Citations (Scopus)

Fingerprint

Dive into the research topics of 'WTI crude oil option implied VaR and CVaR: An empirical application'. Together they form a unique fingerprint.

Mathematics

Engineering