An N-factor Gaussian model of oil futures prices
Year of publication: |
2006
|
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Authors: | Cortazar, Gonzalo ; Naranjo, Lorenzo |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 3, p. 243-268
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Subject: | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | USA | United States | Zustandsraummodell | State space model |
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