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Unspanned stochastic volatility and the pricing of commodity derivatives:

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Bibliographic Details
Main Authors:	Trolle, Anders B. (Author), Schwartz, Eduardo S. (Author)
Format:	Book
Language:	English
Published:	Cambridge, Mass. National Bureau of Economic Research 2006
Series:	Working paper series / National Bureau of Economic Research 12744
Links:	http://papers.nber.org/papers/w12744.pdf
Item Description:	Literaturverz. S. 47 - 50
Physical Description:	50 S. graph. Darst. 22 cm

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Record in the Search Index

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illustrated	Illustrated
indexdate	2024-12-20T13:23:19Z
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physical	50 S. graph. Darst. 22 cm
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spelling	Trolle, Anders B. Verfasser (DE-588)132312719 aut Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz Cambridge, Mass. National Bureau of Economic Research 2006 50 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 12744 Literaturverz. S. 47 - 50 Schwartz, Eduardo S. Verfasser (DE-588)128972548 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 12744 (DE-604)BV002801238 12744 http://papers.nber.org/papers/w12744.pdf kostenfrei Volltext
spellingShingle	Trolle, Anders B. Schwartz, Eduardo S. Unspanned stochastic volatility and the pricing of commodity derivatives
title	Unspanned stochastic volatility and the pricing of commodity derivatives
title_auth	Unspanned stochastic volatility and the pricing of commodity derivatives
title_exact_search	Unspanned stochastic volatility and the pricing of commodity derivatives
title_full	Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz
title_fullStr	Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz
title_full_unstemmed	Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz
title_short	Unspanned stochastic volatility and the pricing of commodity derivatives
title_sort	unspanned stochastic volatility and the pricing of commodity derivatives
url	http://papers.nber.org/papers/w12744.pdf
volume_link	(DE-604)BV002801238
work_keys_str_mv	AT trolleandersb unspannedstochasticvolatilityandthepricingofcommodityderivatives AT schwartzeduardos unspannedstochasticvolatilityandthepricingofcommodityderivatives

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