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SSRNDerivatives & Volatility

Quadratic Model for Oil Options Market

The study uses the quadratic normal model to improve oil options pricing and hedging, incorporating fat-tailed distributions and testing its efficiency over 25 years.

Featured in No. 83 on 23 Jan 2025 · 6 days after release

Released
17 Jan 2025
First featured
No. 83 · 23 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
13
Identifier
SSRN 5098853

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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