Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Year of publication: |
[2007]
|
---|---|
Authors: | Trolle, Anders B. |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory | Erdöl | Petroleum |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Series: | NBER Working Paper ; No. w12744 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2006 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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