Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Year of publication: |
1998
|
---|---|
Authors: | Miltersen, Kristian R. |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 1, p. 33-59
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative | Theorie | Theory |
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