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~person:"Chang, Chia-Lin"
~person:"Schlögl, Erik"
~person:"Zhu, Huiming"
~subject:"Option pricing theory"
~type_genre:"Graue Literatur"
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Option pricing theory
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2016
Persistent link: https://www.econbiz.de/10011777909
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Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
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2016
Persistent link: https://www.econbiz.de/10011778017
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Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2016
Persistent link: https://www.econbiz.de/10011778112
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