Chen, S. (2011) Modelling and Forecasting in the Dry Bulk Shipping Market. Ph.D. Dissertation, Technical University of Delft, The Netherlands.

has been cited by the following article:

• TITLE: Valuation of Derivatives on the Cost Variables of the Shipping Market

  AUTHORS: Christos E. Kountzakis

  KEYWORDS: Transport Costs Per Unit of Cargo Turnover, Deadweight, Optimum Speed

  JOURNAL NAME: Journal of Mathematical Finance, Vol.7 No.2, May 31, 2017

  ABSTRACT: In this paper, we present stochastic differential equations related to the cost variables of the shipping market. These SDEs arise under the addition of stochastic terms on the deterministic differential equations concerning the same variables. The financial interest arises from the fact that these SDEs may be used for the valuation of derivatives on these variables, such as futures, options, and others.