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~isPartOf:"Journal of banking & finance"
~isPartOf:"OPEC review : energy economics and related issues"
~person:"Farkas, Walter"
~subject:"Option pricing"
~subject:"Yield curve"
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Farkas, Walter
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A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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