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

Martin Christian Richter; Carsten Sørensen

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

Martin Christian Richter, Carsten Sørensen

Institut for Finansiering

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning

Originalsprog	Engelsk
Titel	EFA 2002 Berlin Meetings Presented Paper
Publikationsdato	2002
Sider	43
Status	Udgivet - 2002
Begivenhed	Stochastic Volatility and Seasonality in Commodity Futures and Options - Varighed: 30 jun. 2010 → …

Konference

Konference	Stochastic Volatility and Seasonality in Commodity Futures and Options
Periode	30/06/2010 → …

Bibliografisk note

Opstilling: 336.764 ric
Løbe nr.: 030966

Emneord

Optioner
Futures-råvarer
Derivater
Stokastiske processer
Sojabønner

Handle.net

Persistent link

Citationsformater

@inproceedings{89181700c02211db9769000ea68e967b,

title = "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans",

keywords = "Optioner, Futures-r{\aa}varer, Derivater, Stokastiske processer, Sojab{\o}nner",

author = "Richter, \{Martin Christian\} and Carsten S{\o}rensen",

note = "Opstilling: 336.764 ric L{\o}be nr.: 030966; Stochastic Volatility and Seasonality in Commodity Futures and Options ; Conference date: 30-06-2010",

year = "2002",

language = "English",

pages = "43",

booktitle = "EFA 2002 Berlin Meetings Presented Paper",

}

TY - GEN

T1 - Stochastic Volatility and Seasonality in Commodity Futures and Options

T2 - Stochastic Volatility and Seasonality in Commodity Futures and Options

AU - Richter, Martin Christian

AU - Sørensen, Carsten

N1 - Opstilling: 336.764 ric Løbe nr.: 030966

PY - 2002

Y1 - 2002

KW - Optioner

KW - Futures-råvarer

KW - Derivater

KW - Stokastiske processer

KW - Sojabønner

M3 - Article in proceedings

SP - 43

BT - EFA 2002 Berlin Meetings Presented Paper

Y2 - 30 June 2010

ER -