Quantitative spread trading on crude oil and refined products markets

Published 2012 View Full Article

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Title
Quantitative spread trading on crude oil and refined products markets
Authors
Keywords
-
Journal
QUANTITATIVE FINANCE
Volume 12, Issue 12, Pages 1857-1875
Publisher
Informa UK Limited
Online
2012-09-14
DOI
10.1080/14697688.2012.715749
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