Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Anders Bjerre Trolle, Eduardo S. Schwartz

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalReview of Financial Studies
Volume22
Issue number11
Pages (from-to)4423-4461
ISSN0893-9454
DOIs
Publication statusPublished - Nov 2009

Cite this