A four-factor stochastic volatility model of commodity prices (Q1621624)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A four-factor stochastic volatility model of commodity prices |
scientific article |
Statements
A four-factor stochastic volatility model of commodity prices (English)
0 references
9 November 2018
0 references
asset pricing
0 references
commodity markets
0 references
commodity derivatives
0 references
derivatives pricing
0 references
asset price process
0 references
commodity risk management
0 references
0 references
0 references
0 references
