Interest rate options valuation under incomplete information. - Constantin Mellios (Ann. Oper. Res., 2007)

Valuation of commodity derivatives with an unobservable convenience yield. - Anh Ngoc Lai; Constantin Mellios (Comput. Oper. Res., 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)