Advances in the commodity futures literature: a review

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Bibliographische Detailangaben
Veröffentlicht in:The journal of derivatives
1. Verfasser: Skiadopoulos, George (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2012
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Titel Jahr Verfasser
Long and short memory in the risk-neutral pricing process 2019 Kim, Young Shin
A stochastic-volatility model for pricing power variants of exchange options 2019 Xia, Weixuan
Pricing Bermudan variance swaptions using multinomial trees 2019 Zhao, Honglei
Currency target zones as mirrored options 2019 Lera, Sandro Claudio
Exact replication of the best rebalancing rule in Hindsight 2019 Garivaltis, Alex
Evolution of real estate derivatives and their pricing 2019 Fabozzi, Frank J.
The determinants of CoCo bond prices 2019 Khah, Sara Abed Masror
A general accurate approximation for pricing and hedging basket options with exact moment matching 2019 Wu, Feifan
Volatility surface calibration to illiquid options 2019 Nagy, László
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks 2019 Godin, Frédéric
Range-curtailing for options with discrete dividend payments under general diffusions 2019 Thakoor, Deeveya
A simple accurate binomial tree for pricing options on stocks with know dollar dividends 2019 Guo, Shuxin
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis 2019 Ibhagui, Oyakhilome
Numeraire dependence in risk-neutral probabilities of event outcomes 2019 Hanke, Michael
Implied volatility across geographical markets and asset classes 2018 Velev, Julian P.
Volatility aversion in the options market based on news sentiment 2018 Uhl, Matthias
Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model 2018 Chang, Charles
A flexible lattice model for pricing contingent claims under multiple risk factors 2018 Russo, Emilio
Asymmetric dynamics between informed trading activity and credit default swaps 2018 Hu, Wen-Cheng
The second partial derivative of option price with respect to the strike : a historical reminiscence 2018 Zimmermann, Heinz
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