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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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Level-Dependent Annuities: Defaults of Multiple Degrees
Mjøs, Aksel; Persson, Svein-Arne - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1311-1341
Persistent link: https://www.econbiz.de/10008814141
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Level-dependent annuities : defaults of multiple degrees
Mjøs, Aksel; Persson, Svein-Arne - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1311-1339
Persistent link: https://www.econbiz.de/10008907331