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subject:"Option pricing theory"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Option pricing theory
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Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
10
The journal of futures markets
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European journal of operational research : EJOR
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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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
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2
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
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3
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:
4
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
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