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)