Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Jimmy E. Hilliard and Jorge Reis
| Year of publication: |
1998
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|---|---|
| Authors: | Hilliard, Jimmy E. |
| Other Persons: | Reis, Jorge (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 1, p. 61-86
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| Subject: | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001243204