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Mathematics and Financial Economics

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09-01-2021 | Correction

Correction to: No-arbitrage commodity option pricing with market manipulation

Authors: René Aïd, Giorgia Callegaro, Luciano Campi

Published in: Mathematics and Financial Economics | Issue 2/2021

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The paper [1] contains two mistakes. We are grateful to Man Kit Tsui for his questions and remarks, leading us to identify them. …

previous article Scale effects in dynamic contracting

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Aïd, R., Callegaro, G., Campi, L.: No-arbitrage commodity option pricing with market manipulation. Math. Financ. Econ. 14(3), 577–603 (2020)MathSciNetCrossRef

Filipovic, D.: Term-Structure Models. A Graduate Course. Springer, Berlin (2009)CrossRef

Title: Correction to: No-arbitrage commodity option pricing with market manipulation
Authors: René Aïd
Giorgia Callegaro
Luciano Campi
Publication date: 09-01-2021
Publisher: Springer Berlin Heidelberg
Published in: Mathematics and Financial Economics / Issue 2/2021
Print ISSN: 1862-9679
Electronic ISSN: 1862-9660
DOI: https://doi.org/10.1007/s11579-020-00285-8

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