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subject:"Commodity derivative"
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Commodity derivative
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Derivative
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Option pricing theory
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Pacific-Basin finance journal
Quantitative finance
International Journal of Energy Economics and Policy : IJEEP
38
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper
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NBER working paper series
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The journal of futures markets
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International journal of economics and financial issues : IJEFI
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Risks : open access journal
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Discussion paper / Tinbergen Institute
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AFI
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CAMA working paper series
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Financial innovation : FIN
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Journal of agricultural and applied economics : JAEE
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SFB 649 discussion paper
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Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
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Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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