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subject:"Derivat"
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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Derivat
Commodity derivative
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Option pricing theory
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correlations
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stochastic interest rates
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Schlögl, Erik
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Journal of empirical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International Journal of Energy Economics and Policy : IJEEP
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DECENTRALIZATION - TECHNOLOGY'S IMPACT ON ORGANIZATIONAL AND SOCIETAL STRUCTURE, DEGRUYTER PUBLISHERS (2021)
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ECPR Standing Group on Regulatory Governance, 5th Biennial Conference, 25-27 June 2014, Barcelona, Spain
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Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
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