//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Option pricing theory"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Oil market"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Oil market
United States
Commodity derivative
10
Rohstoffderivat
10
Theorie
7
Theory
7
Optionspreistheorie
4
Currency derivative
2
Speculation
2
Spekulation
2
USA
2
Währungsderivat
2
Ölmarkt
2
1970-1993
1
1990-1991
1
Algorithmic traders
1
Anlageverhalten
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Behavioural finance
1
Bubbles
1
Cancellation rates
1
Capital income
1
Capital market returns
1
Cattle
1
Commodity exchange
1
Derivat
1
Derivative
1
Deutsche Mark
1
Devisenmarkt
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Electronic trading
1
Elektronisches Handelssystem
1
Erdöl
1
Estimation
1
Foreign exchange market
1
Game theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
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.
1
Thomas, Charles P.
1
Thompson, Andrew C.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
The journal of futures markets
107
Energy economics
90
American journal of agricultural economics
22
The energy journal
22
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
18
Journal of banking & finance
16
Working paper / National Bureau of Economic Research, Inc.
15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of agricultural and applied economics
14
Economic modelling
13
International review of economics & finance : IREF
12
International review of financial analysis
12
The review of financial studies
12
Applied financial economics
11
Finance research letters
11
Applied economics
10
Working paper
9
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
The journal of alternative investments
7
Quantitative finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Review of quantitative finance and accounting
6
The journal of finance : the journal of the American Finance Association
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
International journal of theoretical and applied finance
5
Journal of international money and finance
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
CESifo working papers
4
Journal of empirical finance
4
Journal of energy finance & development
4
The empirical economics letters : a monthly international journal of economics
4
The journal of investment compliance
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->