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Commodity and asset pricing models : an integration
Cortazar, Gonzalo; Kovacevic, Ivo; Schwartz, Eduardo S. - 2013
Persistent link: https://www.econbiz.de/10009772484
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Theory of storage and the pricing of commodity claims
Nielsen, Martin J.; Schwartz, Eduardo S. - In: Five essays on commodity pricing, irreversible …, (pp. 5-28). 2002
Persistent link: https://www.econbiz.de/10001733699
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Commodity price forecasts, futures prices and pricing models
Cortazar, Gonzalo; Millard, Cristobal; Ortega, Hector; … - 2016
Persistent link: https://www.econbiz.de/10011609253
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10003399801