doctoral thesis
Commodity Spread Option Pricing and the Economic Fundamentals of Crack Spreads
2014
Type
doctoral thesis
Author(s)
Advisors
Jury
Prof. P. Collin Dufresne (président) ; Prof. A. Trolle (directeur) ; Prof. D. Filipovic, Dr J. Loebb, Prof. M. Prokopczuk (rapporteurs)
Date Issued
2014
Publisher
Publisher place
Lausanne
Public defense year
2014-09-18
Thesis number
6358
EPFL units
Faculty
School
Doctoral School
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