Fig. 14.
Expected payoffs forecasted 30 days ahead for the HDD derivative (17) (with $L=+\infty $) on each month of 2019 (blue, with large confidence interval) and for the control variable (red, with tiny confidence interval). We performed $50\,000$ Monte Carlo simulations, dotted lines indicate the 95% confidence interval.

Expected payoffs forecasted 30 days ahead for the HDD derivative (17) (with |$L=+\infty $|⁠) on each month of 2019 (blue, with large confidence interval) and for the control variable (red, with tiny confidence interval). We performed |$50\,000$| Monte Carlo simulations, dotted lines indicate the 95% confidence interval.

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