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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"Saisonale Schwankungen"
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Saisonale Schwankungen
Commodity derivative
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Prokopczuk, Marcel
Back, Janis
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
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ECONIS (ZBW)
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Seasonal Stochastic
Volatility
: implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
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