//-->
Bewertung und Hedging von Terminkontrakten auf Mineralöl
Korn, Olaf, (2000)
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A., (1999)
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S., (1997)
Efficient estimation and testing of alternative models of currency futures contracts
Sequeira, John M., (2001)
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M., (2000)
The geometry of specification error
Fisher, Gordon R., (1984)