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subject:"Option pricing theory"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Arbitrage"
~subject:"United States"
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Search: subject_exact:"Commodity derivative"
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Option pricing theory
Arbitrage
United States
Commodity derivative
10
Rohstoffderivat
10
Theorie
7
Theory
7
Optionspreistheorie
4
Currency derivative
2
Oil market
2
Speculation
2
Spekulation
2
USA
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Währungsderivat
2
Ölmarkt
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1970-1993
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1990-1991
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Algorithmic traders
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Anlageverhalten
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Arbitrage Pricing
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Arbitrage pricing
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Behavioural finance
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Bubbles
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Cancellation rates
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Capital income
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Capital market returns
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Cattle
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Commodity exchange
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Derivat
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Derivative
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Efficient market hypothesis
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English
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Ederington, Louis H.
1
Fernando, Chitru S.
1
Hilliard, Jimmy E.
1
Holland, Kateryna V.
1
Lee, Thomas
1
Linn, Scott C.
1
Melick, William Robert
1
Miltersen, Kristian R.
1
Reis, Jorge
1
Schwartz, Eduardo S.
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Thomas, Charles P.
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Thompson, Andrew C.
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
105
Energy economics
37
American journal of agricultural economics
22
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
18
Journal of agricultural and applied economics
14
Journal of banking & finance
14
Working paper / National Bureau of Economic Research, Inc.
14
The review of financial studies
12
Applied financial economics
9
The energy journal
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The journal of alternative investments
7
Applied economics
6
Applied economics letters
6
International Journal of Energy Economics and Policy : IJEEP
6
International review of economics & finance : IREF
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
Canadian journal of agricultural economics : CJAE
5
Econometric Institute research papers
5
European journal of operational research : EJOR
5
Finance research letters
5
International journal of theoretical and applied finance
5
International review of financial analysis
5
Review of derivatives research
5
Review of financial economics : RFE
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of energy finance & development
4
Quantitative finance
4
Review of quantitative finance and accounting
4
The journal of investment compliance
4
Agricultural finance review
3
Economic modelling
3
Finance and economics discussion series
3
Forecasting commodity prices : how the experts analyze the markets
3
Journal of empirical finance
3
Journal of financial economics
3
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ECONIS (ZBW)
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1
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
2
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
3
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
4
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
5
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
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