A four-factor stochastic volatility model of commodity prices (Q1621624): Difference between revisions
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Latest revision as of 23:17, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A four-factor stochastic volatility model of commodity prices |
scientific article |
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A four-factor stochastic volatility model of commodity prices (English)
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9 November 2018
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asset pricing
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commodity markets
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commodity derivatives
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derivatives pricing
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asset price process
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commodity risk management
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