Sjur Westgaard

Available identifiers

zbMath Open westgaard.sjurMaRDI QIDQ222749

List of research outcomes

Publication	Date of Publication	Type
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil	2022-06-30	Paper
Can commodities dominate stock and bond portfolios?	2020-01-20	Paper
Default probabilities in a corporate bank portfolio: a logistic model approach.	2001-01-01	Paper

Research outcomes over time

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