TY  - JOUR 
AU  - Gómez del Valle, María Lourdes
AU  - Martínez Rodríguez, Julia
PY  - 2021
SN  - 2227-7390
UR  - https://uvadoc.uva.es/handle/10324/81614
AB  - The spot freight rate processes considered in the literature for pricing forward freight
agreements (FFA) and freight options usually have a particular dynamics in order to obtain the prices.
In those cases, the FFA prices are explicitly obtained....
LA  - eng
PB  - MDPI
KW  - Spot freight rates
KW  - Freight options
KW  - Stochastic jump-diffusion process
KW  - Stochastic delay differential equation
KW  - Risk-neutral measure
KW  - Arbitrage arguments
KW  - Partial integro-differential equations
TI  - Including jumps in the stochastic valuation of freight derivatives
DO  - 10.3390/math9020154
ER  -