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type_genre:"Graue Literatur"
~isPartOf:"Department of Economics discussion papers / Monash University"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Erdöl
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Oil price
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Petroleum
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Rohstoffderivat
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Option pricing theory
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1991-2004
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Interest rate modelling
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Long-dated crude oil options
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Department of Economics discussion papers / Monash University
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2016
Persistent link: https://www.econbiz.de/10011777909
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Unit root properties of crude oil spot and futures prices
Maslyuk, Svetlana
;
Smyth, Russell
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2007
Persistent link: https://www.econbiz.de/10003644034
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