TY  - JOUR 
AU  - Gómez del Valle, María Lourdes
AU  - López Marcos, Miguel Ángel
AU  - Martínez Rodríguez, Julia
PY  - 2020
SN  - 2227-7390
UR  - https://uvadoc.uva.es/handle/10324/52459
AB  - Freight derivative prices have been modeled assuming that the spot freight follows a particular stochastic process in order to manage them, like freight futures, forwards and options. However, an explicit formula for pricing freight options is not...
LA  - eng
PB  - MDPI
KW  - Pricing
KW  - Precios - Fijación
KW  - Partial differential equations
KW  - Ecuaciones diferenciales parciales
TI  - Two New Strategies for Pricing Freight Options by Means of a Valuation PDE and by Functional Bounds
DO  - 10.3390/math8040620
ER  -