Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Kristian R. Miltersen ; Eduardo S. Schwartz
| Year of publication: |
1997
|
|---|---|
| Authors: | Miltersen, Kristian R. ; Schwartz, Eduardo S. |
| Publisher: |
Odense |
| Subject: | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Extent: | 24 S. : graph. Darst |
|---|---|
| Series: | Publications from Department of Management. - Odense : Department of Management, School of Business and Economics, Odense University, ISSN 0909-864X, ZDB-ID 2936177-1. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000972817