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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin; Fabozzi, Frank J.; Lin, Zuodong; … - In: Review of derivatives research 15 (2012) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo - In: Review of derivatives research 2 (1998) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
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Electricity prices and power derivatives : evidence from the Nordic power exchange
Lucia, Julio J.; Schwartz, Eduardo S. - In: Review of derivatives research 5 (2002) 1, pp. 5-50
Persistent link: https://www.econbiz.de/10001652018
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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
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin; Fabozzi, Frank J.; Lin, Zuodong; … - In: Review of derivatives research 15 (2012) 1, pp. 81-98
Persistent link: https://www.econbiz.de/10009843787
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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/10005929161
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Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
Lucia, Julio J.; Schwartz, Eduardo S. - In: Review of derivatives research 5 (2001) 1, pp. 5-50
Persistent link: https://www.econbiz.de/10005945556