Concepedia
Statistics
Publications
2
Citations
138
H-Index
Active since
2012
Affiliations
ICMA Centre(Current)
WHU – Otto Beisheim School of Management
University of Reading
Janis Back is an author at ICMA Centre specializing in option pricing, finance, and option pricing models.
Publications per year
2012–2016
Seasonality and the valuation of commodity options
Janis Back, Marcel Prokopczuk, Markus Rudolf · Journal of Banking & Finance · 2012 · 85 citations
Business, Economics, Finance +12
Seasonal Stochastic Volatility: Implications for the pricing of commodity options
Juan Arismendi-Zambrano, Janis Back, Marcel Prokopczuk et al. · Journal of Banking & Finance · 2016 · 53 citations
Business, Economics, Finance +14
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