Pricing Commodity Swaptions in Multifactor Models
Year of publication: |
2011
|
---|---|
Authors: | Larsson, Karl |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 19.2011, 2, p. 32-45
|
Saved in:
Saved in favorites
Similar items by person
-
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard, (2016)
-
Analytical approximation of contingent claims
Larsson, Karl, (2009)
-
Jumps and stochastic volatility in oil prices : time series evidence
Larsson, Karl, (2011)
- More ...