Pricing and Hedging Oil Futures: A Two-Regime Approach-Reference-Cited by-同舟云学术

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Pricing and Hedging Oil Futures: A Two-Regime Approach

Published:2000 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bühler Wolfgang,Korn Olaf,Schoebel Rainer

Publisher

Elsevier BV

Reference25 articles.

1. Simulating supply;Nicolas P Bollen;Risk,1998

2. The price of convenience and the valuation of commodity contingent claims;Michael J Brennan;Stochastic Models and Option Values, Applications to Resources, Environment and Investment Problems,1991

3. Hedging long-maturity commodity commitments with short-dated futures contracts;Michael Brennan;Mathematics of Derivative Securities,1997

4. Evaluating natural resource investments;Michael J Brennan;Journal of Business,1985

5. Pricing and Hedging Oil Futures: A Two-Regime Approach

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Valuation of Bond Illiquidity: An Option-theoretical Approach;SSRN Electronic Journal;2003

2. Pricing and Hedging Oil Futures: A Two-Regime Approach;SSRN Electronic Journal;2000

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