Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Anders Bjerre Trolle, Eduardo S. Schwartz

Research output: Contribution to journal › Journal article › Research › peer-review

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@article{e87378c0f53f11deae57000ea68e967b,

title = "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives",

author = "Trolle, {Anders Bjerre} and Schwartz, {Eduardo S.}",

year = "2009",

month = nov,

doi = "10.1093/rfs/hhp036",

language = "English",

volume = "22",

pages = "4423--4461",

journal = "Review of Financial Studies",

issn = "0893-9454",

publisher = "Oxford University Press",

number = "11",

}