Commodity volatility modelling and option pricing with a potential function approach

JHM Anderluh, SA Borovkova

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)91-113
Number of pages23
JournalThe European Journal of Finance
Volume14
Issue number2
Publication statusPublished - 2008

Keywords

  • Peer-lijst tijdschrift

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