An N-factor Gaussian model of oil futures prices
| Year of publication: |
2006
|
|---|---|
| Authors: | Cortazar, Gonzalo ; Naranjo, Lorenzo |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 3, p. 243-268
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