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1 Ergebnisse
1
Seasonal Stochastic Volatility: Implications for the Pricin..:
Arismendi Zambrano, Juan
;
Back, Janis
;
Prokopczuk, Marcel
..
Journal of Banking and Finance. 66 (2016) - p. , 2016
Link:
https://ssrn.com/abstract=1879109
RT Journal T1
Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options
UL https://suche.suub.uni-bremen.de/peid=ssrn-1879109&Exemplar=1&LAN=DE A1 Arismendi Zambrano, Juan A1 Back, Janis A1 Prokopczuk, Marcel A1 Paschke, Raphael A1 Rudolf, Markus YR 2016 K1 commodities K1 seasonality K1 stochastic volatility K1 options pricing K1 natural gas K1 corn JF Journal of Banking and Finance VO 66 LK http://dx.doi.org/https://ssrn.com/abstract=1879109 DO https://ssrn.com/abstract=1879109 SF ELIB - SuUB Bremen
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