Implementing a stochastic model for oil futures prices
Gonzalo Cortazar; Eduardo S. Schwartz
| Year of publication: |
2003
|
|---|---|
| Authors: | Cortazar, Gonzalo ; Schwartz, Eduardo S. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 25.2003, 3, p. 215-238
|
| Subject: | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001764802