---
title: Quadratic Model for Oil Options Market
url: https://www.ml-quant.com/papers/ssrn/5098853/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5098853
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5098853
featured: 2025-01-23
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5098853
- Identifier: SSRN 5098853
- Released: 2025-01-17
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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