UNSPANNED STOCHASTIC VOLATILITY AND THE PRICING OF COMMODITY DERIVATIVES
Year of publication: |
2006
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Authors: | Trolle, Anders B. ; Schwartz, Eduardo S. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2006, 12744
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Saved in:
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