Journals
Publish with us
Publishing partnerships
About us
Blog
Abstract and Applied Analysis
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Abstract and Applied Analysis
/
2017
/
Article
/
Tab 2
/
Research Article
The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices
Table 2
Ratios between the JDMN and JDMExp option prices.
Strike
95%
100%
105%
3 m
6 m
9 m
12 m
3 m
6 m
9 m
12 m
3 m
6 m
9 m
12 m
3 m
6 m
9 m
12 m