Mellios Constantin

Constantin Mellios

Information about the author Constantin Mellios will soon be added to the site.
Found 2 papers in total
Valuation of commodity derivatives with an unobservable convenience yield
Valuation of commodity derivatives with an unobservable convenience yield
2016
This paper extends the existing literature on commodity derivatives to account for an...
Interest rate options valuation under incomplete information
Interest rate options valuation under incomplete information
2007
This paper aims at examining the term structure of interest rates and European-type...
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