Constantin Mellios

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 2

Top Topics

Unit Commitment

Stochastic Processes

Top Venues

Comput. Oper. Res.

Eur. J. Oper. Res.

Publications

Constantin Mellios, Pierre Six, Anh Ngoc Lai
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield. Eur. J. Oper. Res. 250 (2) (2016)
Anh Ngoc Lai, Constantin Mellios
Valuation of commodity derivatives with an unobservable convenience yield. Comput. Oper. Res. 66 (2016)
Constantin Mellios
Interest rate options valuation under incomplete information. Ann. Oper. Res. 151 (1) (2007)