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~isPartOf:"Journal of banking & finance"
~person:"Arismendi Zambrano, Juan Carlos"
~person:"Doran, James S."
~subject:"Rohstoffderivat"
~type_genre:"Article in journal"
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Arismendi Zambrano, Juan Carlos
Doran, James S.
Prokopczuk, Marcel
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Seasonal Stochastic
Volatility
: implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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