Martingale restrictions and the implied market price of risk
Year of publication: |
2007
|
---|---|
Authors: | Turvey, Calum Greig ; Komar, Sridar |
Published in: |
Canadian journal of agricultural economics : CJAE. - Hoboken, NJ : Wiley-Blackwell, ISSN 0008-3976, ZDB-ID 417256-5. - Vol. 55.2007, 1, p. 138-158
|
Subject: | Rohstoffderivat | Commodity derivative | Risiko | Risk | Optionspreistheorie | Option pricing theory | USA | United States |
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