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~person:"Nikitopoulos, Christina Sklibosios"
~subject:"CAPM"
~subject:"Commodity derivative"
~subject:"Germany"
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CAPM
Commodity derivative
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Option pricing theory
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7
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Nikitopoulos, Christina Sklibosios
Hull, John
29
Gouriéroux, Christian
14
Irwin, Scott H.
12
Gagliardini, Patrick
11
Gebhardt, Günther
11
Rudolph, Bernd
10
Till, Hilary
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Bodie, Zvi
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Korn, Olaf
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Schlögl, Erik
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Schäfer, Klaus
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8
Jarrow, Robert A.
8
Prokopczuk, Marcel
8
Steiner, Manfred
8
Benth, Fred Espen
7
Boyle, Phelim P.
7
Cheng, Benjamin
7
Deutsch, Hans-Peter
7
Scharpf, Paul
7
Bodnar, Gordon M.
6
Eller, Roland
6
Fabozzi, Frank J.
6
Kane, Alex
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Lien, Da-hsiang Donald
6
Lioui, Abraham
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Lo, Andrew W.
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Marcus, Alan J.
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Nakajima, Katsushi
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Poncet, Patrice
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Renault, Eric
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Schlag, Christian
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Torró, Hipòlit
6
Zagst, Rudi
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Acharya, Viral V.
5
Eisenschmidt, Jens
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Heidenreich, Markus
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Energy economics
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International journal of theoretical and applied finance
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1
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
Saved in:
4
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:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
6
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
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