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Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
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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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Pricing Bounds on Asian Options
Nielsen, J.Aase; Sandmann, Klaus - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 449
Persistent link: https://www.econbiz.de/10006694521
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Pricing bounds on Asian options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 449-473
Persistent link: https://www.econbiz.de/10001766894