Valuation of commodity derivatives in a new multi-factor model

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Publication:1415461

DOI10.1023/A:1020871616158zbMath1070.91014OpenAlexW1521447894MaRDI QIDQ1415461

Xuemin Yan

Publication date: 4 December 2003

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020871616158




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