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

Martin Christian Richter, Carsten Sørensen

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

Original languageEnglish
Title of host publicationEFA 2002 Berlin Meetings Presented Paper
Publication date2002
Pages43
Publication statusPublished - 2002
EventStochastic Volatility and Seasonality in Commodity Futures and Options -
Duration: 30 Jun 2010 → …

Conference

ConferenceStochastic Volatility and Seasonality in Commodity Futures and Options
Period30/06/2010 → …

Cite this

Richter, M. C., & Sørensen, C. (2002). Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. In EFA 2002 Berlin Meetings Presented Paper (pp. 43)
Richter, Martin Christian ; Sørensen, Carsten. / Stochastic Volatility and Seasonality in Commodity Futures and Options : The Case of Soybeans. EFA 2002 Berlin Meetings Presented Paper. 2002. pp. 43
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author = "Richter, {Martin Christian} and Carsten S{\o}rensen",
note = "Opstilling: 336.764 ric L{\o}be nr.: 030966",
year = "2002",
language = "English",
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booktitle = "EFA 2002 Berlin Meetings Presented Paper",

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Richter, MC & Sørensen, C 2002, Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. in EFA 2002 Berlin Meetings Presented Paper. pp. 43, Stochastic Volatility and Seasonality in Commodity Futures and Options, 30/06/2010.

Stochastic Volatility and Seasonality in Commodity Futures and Options : The Case of Soybeans. / Richter, Martin Christian; Sørensen, Carsten.

EFA 2002 Berlin Meetings Presented Paper. 2002. p. 43.

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

TY - GEN

T1 - Stochastic Volatility and Seasonality in Commodity Futures and Options

T2 - The Case of Soybeans

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

ER -

Richter MC, Sørensen C. Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. In EFA 2002 Berlin Meetings Presented Paper. 2002. p. 43