Applied Mathematical Finance, Volume 15, Issue 5-6 (2008)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Applied Mathematical Finance, Volume 15, Issue 5-6 (2008)

See all volumes and issues
Vol 30, 2023 Vol 29, 2022 Vol 28, 2021 Vol 27, 2020 Vol 26, 2019 Vol 25, 2018 Vol 24, 2017 Vol 23, 2016 Vol 22, 2015 Vol 21, 2014 Vol 20, 2013 Vol 19, 2012 Vol 18, 2011 Vol 17, 2010 Vol 16, 2009 Volume 15, 2008 Vol 14, 2007 Vol 13, 2006 Vol 12, 2005 Vol 11, 2004 Vol 10, 2003 Vol 9, 2002 Vol 8, 2001 Vol 7, 2000 Vol 6, 1999 Vol 5, 1998 Vol 4, 1997 Vol 3, 1996 Vol 2, 1995 Vol 1, 1994
Download citations Download PDFs Download issue

Commodities

Original Articles

Article
INTRODUCTION
Hélyette Geman
Pages: 403-404
Published online: 22 Oct 2010
CitationforINTRODUCTION | Full Text | PDF (82.7 KB)
  • 45 Views
  • 1 CrossRef citations
  • 0Altmetric

PAPERS

Article
Pricing Asset Scheduling Flexibility using Optimal Switching
René Carmona & Michael Ludkovski
Pages: 405-447
Published online: 22 Oct 2010
AbstractforPricing Asset Scheduling Flexibility using Optimal Switching | Full Text | References | PDF (897.9 KB)
  • 351 Views
  • 61 CrossRef citations
  • 0Altmetric
Article
Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
Samuel Hikspoors & Sebastian Jaimungal
Pages: 449-477
Published online: 22 Oct 2010
AbstractforAsymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models | Full Text | References | PDF (730 KB)
  • 282 Views
  • 36 CrossRef citations
  • 0Altmetric
Article
Pricing of Swing Options in a Mean Reverting Model with Jumps
Mats Kjaer
Pages: 479-502
Published online: 22 Oct 2010
AbstractforPricing of Swing Options in a Mean Reverting Model with Jumps | Full Text | References | PDF (558.9 KB)
  • 216 Views
  • 29 CrossRef citations
  • 0Altmetric
Article
Hydropower with Financial Information
E. Näsäkkälä & J. Keppo
Pages: 503-529
Published online: 27 Oct 2010
AbstractforHydropower with Financial Information | Full Text | References | PDF (674.4 KB)
  • 179 Views
  • 8 CrossRef citations
  • 0Altmetric
Article
A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model
Hélyette Geman & Stelios Kourouvakalis
Pages: 531-567
Published online: 22 Oct 2010
AbstractforA Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model | Full Text | References | PDF (734.5 KB)
  • 125 Views
  • 7 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
Alejandro Balbás et al.
Article | Published online: 25 Feb 2024
On the Implied Volatility of Asian Options Under Stochastic Volatility Models
Elisa Alòs et al.
Article | Published online: 12 May 2024
Price Impact Without Averaging
Claudio Bellani et al.
Article | Published online: 25 Jan 2024
Open Access
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
Tim Leung et al.
Article | Published online: 21 Feb 2024
Open Access