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Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana; Geman, Hélyette - In: Review of derivatives research 9 (2006) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10003608135
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On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole - In: Review of derivatives research 1 (1997) 4, pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
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Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana; Geman, Helyette - In: Review of derivatives research 9 (2006) 2, pp. 167
Persistent link: https://www.econbiz.de/10007795984