Commodity volatility modelling and option pricing with a potential function approach

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	91-113
Number of pages	23
Journal	The European Journal of Finance
Volume	14
Issue number	2
Publication status	Published - 2008

Keywords

@article{cf041f2c60b4483b9114b2bc17e4b243,

title = "Commodity volatility modelling and option pricing with a potential function approach",

keywords = "Peer-lijst tijdschrift",

author = "JHM Anderluh and SA Borovkova",

year = "2008",

language = "English",

volume = "14",

pages = "91--113",

journal = "The European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge - Taylor & Francis Group",

number = "2",

}