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Pricing of options on commodit...
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Rohstoffderivat
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
CAPM
24
Commodity derivative
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
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5
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4
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Book / Working Paper
10
Article
8
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8
Arbeitspapier
3
Working Paper
3
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English
18
Author
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Schwartz, Eduardo S.
18
Cortazar, Gonzalo
8
Ortega, Hector
6
Trolle, Anders B.
5
Millard, Cristobal
3
Gibson, Rajna
2
Kovacevic, Ivo
1
Liedtke, Philip
1
Miltersen, Kristian R.
1
Rojas, Maximiliano
1
Santa Maria, Joaquin
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National Bureau of Economic Research
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Energy economics
2
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2
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2
Journal of commodity markets
1
Journal of energy finance & development
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Publications from Department of Management
1
The energy journal
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
2
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
3
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
4
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
5
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
6
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
7
Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo
;
Millard, Cristobal
;
Ortega, Hector
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
Saved in:
8
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
9
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
10
The pricing of crude oil: futures contracts
Gibson, Rajna
-
1990
Persistent link: https://www.econbiz.de/10013444274
Saved in:
1
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