Constantin Mellios

According to our database, Constantin Mellios authored at least 3 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield.

Constantin Mellios, Pierre Six, Anh Ngoc Lai

Eur. J. Oper. Res., 2016

Valuation of commodity derivatives with an unobservable convenience yield.

Anh Ngoc Lai, Constantin Mellios

Comput. Oper. Res., 2016

2007

Interest rate options valuation under incomplete information.

Constantin Mellios

Ann. Oper. Res., 2007