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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Commodity derivative"
~subject:"Germany"
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Commodity derivative
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Derivat
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Option pricing theory
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Interest rate
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Petroleum
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correlations
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Interest rate derivative
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Interest rate hedging
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Long-dated crude oil options
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Theorie
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futures options
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futures options pricing
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long-dated commodity derivatives
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Nikitopoulos, Christina Sklibosios
Schlögl, Erik
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Cheng, Benjamin
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Karlsson, Patrik
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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
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
2
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
3
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
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