中島克志 (Katsushi Nakajima) - マイポータル

基本情報

“Emission Allowance as a Derivative on Commodity-Spread”

Katsushi Nakajima, Kazuhiko Ohashi

Asia-Pacific Financial Markets 20(2) 183-217 2013年5月
“Emission Allowance as a Derivative on Commodity-Spread”

Katsushi Nakajima, Kazuhiko Ohashi

Asia-Pacific Financial Markets Volume 20(Issue 2) 183-217 2013年
“A Cointegrated Commodity Pricing Model”

Katsushi Nakajima, Kazuhiko Ohashi

Journal of Futures Markets 32(11) 995-1033 2012年11月
“A Cointegrated Commodity Pricing Model”

Katsushi Nakajima, Kazuhiko Ohashi

Journal of Futures Markets Volume 32(Issue 11) 995-1033 2012年
“Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates”

Katsushi Nakajima, Akira Maeda

Asia-Pacific Financial Markets, vol. 14, no. 1-2, March 2007, pp. 157-184. 14(1-2) 157-184 2007年3月
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates

Katsushi Nakajima, Akira Maeda

Asia-Pacific Financial Markets 14(1-2) 157-184 2007年3月