Volatility trading with the quadratic normal model in the oil options market

Journal of commodity markets 2026 Open access

Read full text

Authors: Ilia Bouchouev, Brett Johnson, Wu-Yen Sun

DOI: 10.1016/j.jcomm.2026.100545

Cited by: 0

References: 35

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Market Dynamics and Volatility

References 35