Unspanned stochastic volatility and the pricing of commodity derivatives
Year of publication: |
2009
|
---|---|
Authors: | Trolle, Anders B. ; Schwartz, Eduardo S. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 11, p. 4423-4461
|
Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | USA | United States | 1990-2006 |
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