Commodity price dynamics and derivative valuation : a review
Janis Back; Marcel Prokopczuk
| Year of publication: |
2013
|
|---|---|
| Authors: | Back, Janis ; Prokopczuk, Marcel |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 6, p. 1-30
|
| Subject: | Review | commodity derivatives | convenience yield | theory of storage | commodity prices | seasonality | Samuelson effect | mean reversion | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | Derivat | Derivative | Rohstoffmarkt | Commodity market | Optionspreistheorie | Option pricing theory | Warenbörse | Commodity exchange | Mean Reversion | Mean reversion | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197182