Narrow search
Showing 1 - 5 of 5
Cover Image
Pricing of electricity swing options
Keppo, Jussi - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 26-43
Persistent link: https://www.econbiz.de/10002007118
Cover Image
Pricing European options on autocorrelated indexes
Jokivuolle, Esa - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
Cover Image
Pricing of Electricity Swing Options
Keppo, Jussi - In: The journal of derivatives : the official publication … 11 (2004) 3, pp. 26-43
Persistent link: https://www.econbiz.de/10005928611
Cover Image
PRICING EUROPEAN OPTIONS ON AUTOCORRELATED INDEXES - Reported daily returns for equity indexes are often found to exhibit positive autocorrelation due to the infrequent trading of...
Jokivuolle, Esa - In: The journal of derivatives : the official publication … 19980, pp. 39-52
Persistent link: https://www.econbiz.de/10007374519
Cover Image
PRICING EUROPEAN OPTIONS ON AUTOCORRELATED INDEXES - Reported daily returns for equity indexes are often found to exhibit positive autocorrelation due to the infrequent trading of...
Jokivuolle, Esa - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 39-52
Persistent link: https://www.econbiz.de/10007346976