Constantin Mellios
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Valuation of commodity derivatives with an unobservable convenience yield Computers & Operations Research | 2016-11-17 | Paper |
| Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield European Journal of Operational Research | 2016-10-07 | Paper |
| Interest rate options valuation under incomplete information Annals of Operations Research | 2008-03-31 | Paper |
Research outcomes over time
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