The pricing of commodity options with stochastic interest rates
Year of publication: |
1987
|
---|---|
Authors: | Jarrow, Robert A. |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 2.1987, p. 19-45
|
Subject: | Warenbörse | Commodity exchange | Zins | Interest rate | Theorie | Theory |
-
Interest rates and commodity prices
Kitchen, John Howard, (1989)
-
Can futures market data be used to understand the behavior of real interest rates?
Mishkin, Frederic S., (1987)
-
Andersen, Torben Juul, (1987)
- More ...
-
Risk‐neutral pricing techniques and examples
Jarrow, Robert A., (2021)
-
Restructuring Risk in Credit Default Swaps: An Empirical Analysis
Berndt, Antje, (2006)
-
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I., (1991)
- More ...