Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing of options on commodit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
97
Theory
97
Optionspreistheorie
39
Option pricing theory
36
USA
31
Yield curve
30
Zinsstruktur
30
United States
29
Volatility
27
Real options analysis
25
Realoptionsansatz
25
Volatilität
25
Commodity derivative
18
Rohstoffderivat
18
Portfolio selection
17
Portfolio-Management
17
Firm value
15
Investitionsentscheidung
15
Investment decision
15
Unternehmenswert
15
Climate change
14
Commodity exchange
14
Klimawandel
14
Stochastic process
14
Stochastischer Prozess
14
Warenbörse
14
Greenhouse gas emissions
13
Swap
13
Treibhausgas-Emissionen
13
Welt
13
World
13
Commodity price
12
Derivat
12
Derivative
12
Interest rate derivative
12
Rohstoffpreis
12
Zinsderivat
12
Firm valuation
11
EU countries
10
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Book / Working Paper
14
Article
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
8
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
24
Author
All
Schwartz, Eduardo S.
15
Miltersen, Kristian R.
9
Cortazar, Gonzalo
5
Kraft, Holger
5
Gibson, Rajna
3
Sandmann, Klaus
3
Sondermann, Dieter
3
Christensen, Peter Ove
2
Graversen, Svend Erik
2
Kovacevic, Ivo
2
Ortega, Hector
2
Brennan, Michael J.
1
Liedtke, Philip
1
Nielsen, Lars
1
Rojas, Maximiliano
1
Torous, Walter N.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
NBER Working Paper
2
NBER working paper series
2
Publications from Department of Management
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Discussion paper / B
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
1
Journal of commodity markets
1
Les cahiers de recherche / Centre HEC-ISA
1
Real options and investment under uncertainty : classical readings and recent contributions
1
The energy journal
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
2
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
3
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
4
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
-
1996
Persistent link: https://www.econbiz.de/10000940850
Saved in:
5
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
6
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
Saved in:
7
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
8
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
9
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
10
A compound option model of production and intermediate inventories
Cortazar, Gonzalo
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10001159927
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
