Unspanned stochastic volatility and the pricing of commodity derivatives:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2006
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
12744 |
| Online-Zugang: | Volltext |
| Beschreibung: | Literaturverz. S. 47 - 50 |
| Beschreibung: | 50 S. graph. Darst. 22 cm |
Internformat
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| 100 | 1 | |a Trolle, Anders B. |e Verfasser |0 (DE-588)132312719 |4 aut | |
| 245 | 1 | 0 | |a Unspanned stochastic volatility and the pricing of commodity derivatives |c Anders B. Trolle ; Eduardo S. Schwartz |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2006 | |
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Datensatz im Suchindex
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| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:30Z |
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| language | English |
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| spelling | Trolle, Anders B. Verfasser (DE-588)132312719 aut Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz Cambridge, Mass. National Bureau of Economic Research 2006 50 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 12744 Literaturverz. S. 47 - 50 Schwartz, Eduardo S. Verfasser (DE-588)128972548 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 12744 (DE-604)BV002801238 12744 http://papers.nber.org/papers/w12744.pdf kostenfrei Volltext |
| spellingShingle | Trolle, Anders B. Schwartz, Eduardo S. Unspanned stochastic volatility and the pricing of commodity derivatives |
| title | Unspanned stochastic volatility and the pricing of commodity derivatives |
| title_auth | Unspanned stochastic volatility and the pricing of commodity derivatives |
| title_exact_search | Unspanned stochastic volatility and the pricing of commodity derivatives |
| title_exact_search_txtP | Unspanned stochastic volatility and the pricing of commodity derivatives |
| title_full | Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_fullStr | Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_full_unstemmed | Unspanned stochastic volatility and the pricing of commodity derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_short | Unspanned stochastic volatility and the pricing of commodity derivatives |
| title_sort | unspanned stochastic volatility and the pricing of commodity derivatives |
| url | http://papers.nber.org/papers/w12744.pdf |
| volume_link | (DE-604)BV002801238 |
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