Commodity volatility modelling and option pricing with a potential function approach

Conference Paper (2004)
Author(s)

Jasper Anderluh (TU Delft - Applied Probability)

SA Borovkova (TU Delft - Statistics)

Research Group
Applied Probability
More Info
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Publication Year
2004
Research Group
Applied Probability
Bibliographical Note
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Pages (from-to)
1-16

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