Pricing commodity swaptions in multifactor models
Karl Larsson
| Year of publication: |
2011
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|---|---|
| Authors: | Larsson, Karl |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 19.2011, 2, p. 32-44
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| Subject: | Swap | Optionspreistheorie | Option pricing theory | CAPM | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Arbitrage Pricing | Arbitrage pricing | Warenbörse | Commodity exchange | Volatilität | Volatility |
| 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/10009413614