zbMath1137.91471MaRDI QIDQ5450644
Sanae Rujivan
Publication date: 13 March 2008
Full work available at URL: http://www.ub.uni-heidelberg.de/archiv/8074
zbMATH Keywords
seasonality; maximum likelihood estimation; futures; theory of storage; futures options; modeling for commodity prices; stochastic convenience yields
Mathematics Subject Classification ID