Roza Galeeeva

NYU Finance and Risk Engineering

Brooklyn, NY 11201

United States

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Scholarly Papers (1)

1.

Prices and Volatilities of Oil Markets in 2020: Back to Bachelier

Number of pages: 24 Posted: 06 Jan 2021
Roza Galeeeva and Ehud I. Ronn
NYU Finance and Risk Engineering and University of Texas at Austin - Department of Finance
Downloads 31 (533,446)

Abstract:

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2020 oil markets, 2020 equity markets, derivatives, crush, volatility, skew, Samuelson