A term structure model for oil futures and related trading strategies [confidential]

SA Borovkova, HG Dehling

Research output: Book/Report › Report › Professional

Original language	Undefined/Unknown
Place of Publication	Amsterdam
Publisher	Shell Research and Technology Centre
Number of pages	36
Publication status	Published - 1999

Name
Publisher	Shell Research and Technology Centre

OP.99.20301

Keywords

TY - BOOK

T1 - A term structure model for oil futures and related trading strategies [confidential]

AU - Borovkova, SA

AU - Dehling, HG

N1 - OP.99.20301

PY - 1999

Y1 - 1999

KW - ZX Int.klas.verslagjaar < 2002

M3 - Report

BT - A term structure model for oil futures and related trading strategies [confidential]

PB - Shell Research and Technology Centre

CY - Amsterdam

ER -