Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans

Martin Christian Richter, Carsten Sørensen

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskning

OriginalsprogEngelsk
TitelEFA 2002 Berlin Meetings Presented Paper
Publikationsdato2002
Sider43
StatusUdgivet - 2002
BegivenhedStochastic Volatility and Seasonality in Commodity Futures and Options -
Varighed: 30 jun. 2010 → …

Konference

KonferenceStochastic Volatility and Seasonality in Commodity Futures and Options
Periode30/06/2010 → …

Bibliografisk note

Opstilling: 336.764 ric
Løbe nr.: 030966

Emneord

  • Optioner
  • Futures-råvarer
  • Derivater
  • Stokastiske processer
  • Sojabønner

Citationsformater