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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of banking & finance"
~subject:"Option pricing theory"
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Search: subject_exact:"Commodity futures"
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Option pricing theory
Commodity derivative
68
Rohstoffderivat
68
Commodity exchange
22
Warenbörse
22
Volatility
17
Volatilität
17
Welt
16
World
16
Commodity price
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Theorie
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Theory
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Derivative
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Kapitaleinkommen
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Optionspreistheorie
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Estimation
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Risikoprämie
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Risk premium
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Schätzung
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Commodity market
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Rohstoffmarkt
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Commodities
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Commodity futures
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Oil price
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Agricultural finance review
Journal of banking & finance
The journal of futures markets
9
Energy economics
8
European journal of operational research : EJOR
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
4
American journal of agricultural economics
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International Journal of Energy Economics and Policy : IJEEP
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Quantitative finance
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The journal of finance : the journal of the American Finance Association
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Annals of finance
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Applied mathematical finance
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Asia-Pacific financial markets
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Canadian journal of agricultural economics : CJAE
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Discussion paper
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International review of financial analysis
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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The handbook of commodity investing
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics letters
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ECONIS (ZBW)
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1
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
4
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
5
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
6
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
7
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
8
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
Saved in:
9
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
10
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng
;
Tang, Ke
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412
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