Seasonality and the valuation of commodity options
Year of publication: |
2013
|
---|---|
Authors: | Back, Janis ; Prokopczuk, Marcel ; Rudolf, Markus |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 2, p. 273-290
|
Publisher: |
Elsevier |
Subject: | Commodities | Seasonality | Options pricing |
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