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Review of derivatives research
The journal of futures markets
586
International journal of theoretical and applied finance
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Finance research letters
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American journal of agricultural economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
2
Theory of storage and the pricing of commodity claims
Nielsen, Martin J.
;
Schwartz, Eduardo S.
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002012125
Saved in:
3
Did crisis alter trading of two major oil futures markets?
Adeinat, Iman
;
Al Rahahleh, Naseem M.
;
Wei, Peihwang
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10012055731
Saved in:
4
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
5
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
6
On Cox processes and credit risky securities
Lando, David
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Saved in:
7
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
8
Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
Saved in:
9
Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
Saved in:
10
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
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