Pricing European commodity swaptions
Sami Järvinen and Harri Toivonen
| Year of publication: |
2004
|
|---|---|
| Authors: | Järvinen, Sami ; Toivonen, Harri |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 15, p. 925-929
|
| Subject: | Optionspreistheorie | Option pricing theory | Rohstoffpreis | Commodity price | Europa | Europe | Volatilität | Volatility | Warenbörse | Commodity exchange | Swap | Rohstoffmarkt | Commodity market | EU-Staaten | EU countries | Rohstoffderivat | Commodity derivative |
| 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/10002507442