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:"Commodity futures"
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
A Lattice-Based Method for Pri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity futures
convenience yield
3
seasonality
3
electricity indicated demand
2
electricity indicated generation
2
electricity markets
2
forward curves
2
futures prices
2
mean reversion
2
regime switching model
2
3 factor stochastic volatility model
1
Agricultural commodities
1
Capacity constraints
1
Deregulation
1
Deregulierung
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
Electric power industry
1
Electricity
1
Electricity price
1
Electricity spot prices
1
Elektrizität
1
Elektrizitätswirtschaft
1
Energy markets
1
Fertilizer equities
1
Fertilizer–mining companies
1
Forward curve
1
Heterogeneous agent based modelling
1
Inflation risk
1
Investment strategy
1
Kalman Filter
1
Market
1
Markt
1
Option pricing theory
1
Optionspreistheorie
1
Runge Kutta
1
Strompreis
1
Warenterminoption
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Borovkova, Svetlana
1
Geman, Helyette
1
Published in...
All
Review of Derivatives Research
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana
;
Geman, Helyette
- In:
Review of Derivatives Research
9
(
2006
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10005709818
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
