Janis Back

WHU - Otto Beisheim School of Management

Burgplatz 2

D-56179 Vallendar

Germany

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 34,792

SSRN RANKINGS

Top 34,792

in Total Papers Downloads

1,431

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Seasonality and the Valuation of Commodity Options

Journal of Banking and Finance, Vol. 37, No. 2, 2013
Number of pages: 61 Posted: 29 Nov 2009 Last Revised: 02 Jan 2013
WHU - Otto Beisheim School of Management, Leibniz Universität Hannover - Faculty of Economics and Management and WHU Otto Beisheim Graduate School of Management
Downloads 677 (41,370)
Citation 4

Abstract:

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Commodities, Seasonality, Options Pricing

2.

Commodity Price Dynamics and Derivatives Valuation: A Review

International Journal of Theoretical and Applied Finance, Vol. 16, No. 6, 2013
Number of pages: 39 Posted: 22 Aug 2012 Last Revised: 29 Dec 2013
Janis Back and Marcel Prokopczuk
WHU - Otto Beisheim School of Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 614 (47,099)
Citation 2

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commodities, derivatives, review

3.

Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options

Journal of Banking and Finance, Vol. 66, 2016
Number of pages: 53 Posted: 05 Jul 2011 Last Revised: 22 Mar 2019
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting, WHU - Otto Beisheim School of Management, Leibniz Universität Hannover - Faculty of Economics and Management, University of Mannheim - Department of Business Administration and Finance and WHU Otto Beisheim Graduate School of Management
Downloads 140 (225,733)
Citation 5

Abstract:

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commodities, seasonality, stochastic volatility, options pricing, natural gas, corn