Valuation of commodity derivatives in a new multi-factor model
Year of publication: |
2002
|
---|---|
Authors: | Yan, Xuemin Sterling |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 5.2002, 3, p. 251-271
|
Subject: | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Stochastisches Wachstumsmodell | Stochastic growth model | Volatilität | Volatility | Theorie | Theory |
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