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"Risk management for crude oil futures: an optimal stopping-timing approach."

Sabri Boubaker, Zhenya Liu, Yaosong Zhan (2022)

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DOI: 10.1007/S10479-021-04092-2

access: closed

type: Journal Article

metadata version: 2022-06-28

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  dblp key:
  - journals/anor/BoubakerLZ22
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  - https://dblp.org/rec/journals/anor/BoubakerLZ22
Sabri Boubaker, Zhenya Liu, Yaosong Zhan:
Risk management for crude oil futures: an optimal stopping-timing approach. Ann. Oper. Res. 313(1): 9-27 (2022)

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