Modeling commodity prices under the CEV model
Helyette Geman and Yih Fong Shih
| Year of publication: |
2009
|
|---|---|
| Authors: | Geman, Hélyette ; Shih, Yih Fong |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 11.2008/09, 3, p. 65-84
|
| Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | Preiselastizität | Price elasticity | 1990-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003808903