Author:
Cheng Benjamin,Sklibosios Nikitopoulos Christina,Schlogl Erik
Reference17 articles.
1. Pricing options on risky assets in a stochastic interest rate economy;K I Amin;Mathematical Finance,1992
2. Pricing and hedging long-term options;G Bakshi;Journal of Econometrics,2000
3. The pricing of commodity contracts;F Black;Journal of Financial Economics,1976
4. The pricing of options and corporate liabilities;F Black;The Journal of Political Economy,1973
5. Hedging long maturity commodity commitments with shortdated futures contracts;M Brennan;Mathematics of Derivatives Securities,1997
Cited by
1 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