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~isPartOf:"International review of financial analysis"
~person:"Chen, Jilong"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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