Commodity derivative valuation under a factor model with time-varying market prices of risk

  1. Mirantes, A.G.
  2. Población, J.
  3. Serna, G.
Journal:
Review of Derivatives Research

ISSN: 1573-7144,  1380-6645

Year of publication: 2015

Volume: 18

Issue: 1

Pages: 75-93

Type: Article

DOI: 10.1007/S11147-014-9104-1 GOOGLE SCHOLAR
Data source: Scopus