The pricing of commodity contracts

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Bibliographische Detailangaben
Veröffentlicht in:	Options
1. Verfasser:	Black, Fischer (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1999
Schlagworte:	Rohstoffderivat > Black-Scholes-Modell > Theorie > Aufsatz im Buch
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Titel	Jahr	Verfasser
Options: a Monte Carlo approach	1999	Boyle, Phelim P.
Foreign currency option values	1999	Garman, Mark B.
Option pricing: past, present, future ; introduction	1999	Hughston, Lane P.
Theory of rational option pricing	1999	Merton, Robert C.
On the pricing of corporate debt : the risk structure of interest rates	1999	Merton, Robert C.
The valuation of options for alternative stochastic processes	1999	Cox, John Carrington
The pricing of commodity contracts	1999	Black, Fischer
The value of an option to exchange one asset for another	1999	Margrabe, William
A pricing method for options based on average asset values	1999	Kemna, A. G. Z.
Rational theory of warrant pricing	1999	Samuelson, Paul Anthony
The relationship between put and call option prices	1999	Stoll, Hans R.
Option pricing when underlying stock returns are discontinuous	1999	Merton, Robert C.
The valuation of compound options	1999	Geske, Robert Leonard
The pricing of options and corporate liabilities	1999	Black, Fischer
The valuation of warrants : implementing a new approach	1999	Schwartz, Eduardo S.
Prices of state-contingent claims implicit in option prices	1999	Breeden, Douglas T.
The pricing of options on assets with stochastic volatilities	1999	Hull, John