Author:
Chance Don M.,Rich Don R.
Subject
Economics and Econometrics,Finance
Cited by
7 articles.
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1. Further Reading;Commodity Option Pricing;2014-03-01
2. Swap Pricing;Essays in Derivatives;2011-12-20
3. Pricing European commodity swaptions;Applied Economics Letters;2004-12-15
4. Analytic approximation formulae for pricing forward-starting Asian options;Journal of Futures Markets;2003-03-21
5. Pricing Asian Options Using Path Bundling;SSRN Electronic Journal;2001