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

SA Borovkova, HG Dehling

    Research output: Book/ReportReportProfessional

    Original languageUndefined/Unknown
    Place of PublicationAmsterdam
    PublisherShell Research and Technology Centre
    Number of pages36
    Publication statusPublished - 1999

    Publication series

    Name
    PublisherShell Research and Technology Centre

    Keywords

    • ZX Int.klas.verslagjaar < 2002

    Cite this

    Borovkova, SA., & Dehling, HG. (1999). A term structure model for oil futures and related trading strategies [confidential]. Shell Research and Technology Centre.