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Long term spread option valuation and hedging
Dempster, Michael A. H.; Medova, Elena; Tang, Ke - In: Journal of banking & finance 32 (2008) 12, pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
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Estimating exponential affine models with correlated measurement errors : applications to fixed income and commodities
Dempster, Michael A. H.; Tang, Ke - In: Journal of banking & finance 35 (2011) 3, pp. 639-652
Persistent link: https://www.econbiz.de/10009159712
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Commodities
Dempster, Michael A. H. (ed.); Tang, Ke (ed.) - 2016
Persistent link: https://www.econbiz.de/10011375305
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Commodities : fundamental theory of futures, forwards, and derivatives pricing
Dempster, Michael A. H. (ed.); Tang, Ke (ed.) - 2023 - Second edition
Persistent link: https://www.econbiz.de/10014493646