Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Fred E. Benth; Lars O. Dahl; Kenneth H. Karlsen
| Year of publication: |
2003
|
|---|---|
| Authors: | Benth, Fred Espen ; Dahl, Lars O. ; Hvistendahl Karlsen, Kenneth |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 8, p. 865-884
|
| Subject: | Optionsgeschäft | Option trading | Rohstoffmarkt | Commodity market | Energiemarkt | Energy market | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10001862191