Narrow search
Showing 1 - 10 of 208
Cover Image
Pricing commodity swaptions in multifactor models
Larsson, Karl - In: The journal of derivatives : the official publication … 19 (2011) 2, pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
Cover Image
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.; Jacobs, Kris; Li, Bingxin - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Cover Image
Variance risk premia in energy commodities
Trolle, Anders B.; Schwartz, Eduardo S. - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 15-32
Persistent link: https://www.econbiz.de/10003961013
Cover Image
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen; Koekebakker, Steen; Ollmar, Fridthjof - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
Cover Image
Locally capped investment products and the retail investor
Bernard, Carole; Boyle, Phelim P.; Gornall, William - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 72-88
Persistent link: https://www.econbiz.de/10009229660
Cover Image
Market maker competition on futures exchanges
Kuserk, Gregory J. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 56-66
Persistent link: https://www.econbiz.de/10001219385
Cover Image
Scams, scoundrels, and scapegoats : a taxonomy of CEA regulation over derivative instruments
Gramm, Wendy L. - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 6-24
Persistent link: https://www.econbiz.de/10001219488
Cover Image
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.; Nawalkha, Sanjay K.; Soto, Gloria M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Cover Image
Valuing multiple employee stock options issued by the same company
Dennis, Patrick; Rendleman, Richard J. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Cover Image
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven - In: The journal of derivatives : the official publication … 13 (2005) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10003159539