Commodity Forward Curves With Stochastic Time Change
Year of publication: |
[2021]
|
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Authors: | Ladokhin, Sergiy ; Schmeck, Maren Diane ; Borovkova, Svetlana |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 22, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3871680 [DOI] |
Classification: | q02 ; C02 - Mathematical Methods ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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