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Pricing of options on commodit...
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Warenbörse
Theorie
97
Theory
97
Optionspreistheorie
39
Option pricing theory
36
USA
31
Yield curve
30
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30
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29
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27
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25
Realoptionsansatz
25
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25
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24
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18
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18
Portfolio selection
17
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17
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15
Investitionsentscheidung
15
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15
Unternehmenswert
15
Climate change
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13
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13
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13
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12
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12
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Interest rate derivative
12
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12
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12
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11
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English
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Schwartz, Eduardo S.
14
Cortazar, Gonzalo
6
Ortega, Hector
5
Gibson, Rajna
4
Millard, Cristobal
3
Nielsen, Martin J.
2
Franks, Julian R.
1
Kovacevic, Ivo
1
Liedtke, Philip
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Advances in futures and options research : a research annual
1
Energy economics
1
Five essays on commodity pricing, irreversible investments, convertible bonds, and the liquidation of bad loans
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
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Review of derivatives research
1
The economic journal : the journal of the Royal Economic Society
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
2
The stochastic behaviour of market variance implied in the price of index options
Franks, Julian R.
- In:
The economic journal : the journal of the Royal …
101
(
1991
)
409
,
pp. 1460-1475
Persistent link: https://www.econbiz.de/10001130690
Saved in:
3
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
4
Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
Saved in:
5
Theory of storage and the pricing of commodity claims
Nielsen, Martin J.
;
Schwartz, Eduardo S.
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002012125
Saved in:
6
Theory of storage and the pricing of commodity claims
Nielsen, Martin J.
;
Schwartz, Eduardo S.
- In:
Five essays on commodity pricing, irreversible …
,
(pp. 5-28)
.
2002
Persistent link: https://www.econbiz.de/10001733699
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
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
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
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