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~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Chevallier, Julien"
~person:"Peersman, Gert"
~subject:"Commodity markets"
~subject:"Korrelation"
~subject:"Oil price"
~subject:"Rohstoffhandel"
~subject:"Schock"
~subject:"Volatilität"
~subject:"Ölpreis"
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A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
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