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subject:"Derivat"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Derivat
Commodity derivative
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Rohstoffderivat
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Option pricing theory
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correlations
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stochastic interest rates
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Schlögl, Erik
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Cheng, Benjamin
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Energy economics
42
International review of financial analysis
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International review of economics & finance : IREF
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Journal of banking & finance
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The journal of futures markets
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Economic modelling
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American journal of agricultural economics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of empirical finance
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European journal of operational research : EJOR
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of risk and financial management : JRFM
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The European journal of finance
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Working paper
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Annals of finance
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Cogent economics & finance
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance
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Journal of agricultural and applied economics : JAEE
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The journal of investment compliance
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Applied mathematical finance
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Asia Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Research in financial derivatives : commodity, equity, currency, interest rate
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Risks : open access journal
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The Australian journal of agricultural and resource economics
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The IUP journal of financial risk management : IJFRM
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Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
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