Pricing European commodity swaptions
Year of publication: |
2004
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Authors: | Järvinen, Sami ; Toivonen, Harri |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 15, p. 925-929
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Subject: | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Warenbörse | Commodity exchange | Europa | Europe | Swap |
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