Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model Preprint

Shoshi, Humayra, SenGupta, Indranil. (2020). Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model .

cited authors

  • Shoshi, Humayra; SenGupta, Indranil

authors

publication date

  • April 29, 2020

webpage

keywords

  • 91G20, 60G51
  • q-fin.MF
  • q-fin.RM
  • stat.ML