Valuing real options using implied binomial trees and commodity futures options
Tom Arnold; Timothy Falcon Crack; Adam Schwartz
| Year of publication: |
2007
|
|---|---|
| Authors: | Arnold, Tom ; Crack, Timothy Falcon ; Schwartz, Adam |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 3, p. 203-226
|
| Subject: | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Gold | Goldbergbau | Gold mining |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493036