Commodity volatility modelling and option pricing with a potential function approach

JHM Anderluh; SA Borovkova

Commodity volatility modelling and option pricing with a potential function approach

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

Original language	Undefined/Unknown
Title of host publication	Second European Deloitte conference in risk management research
Place of Publication	Antwerp
Publisher	University of Antwerp
Pages	1-16
Number of pages	16
Publication status	Published - 2004
Event	Second European Deloitte conference in risk management research, Antwerp, Belgium - Antwerp Duration: 29 Mar 2004 → 30 Mar 2004

Publication series

Name
Publisher	University of Antwerp

Conference

Conference	Second European Deloitte conference in risk management research, Antwerp, Belgium
Period	29/03/04 → 30/03/04

Bibliographical note

ed. is niet bekend

Keywords

Conf.proc. > 3 pag

Cite this

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

keywords = "Conf.proc. > 3 pag",

author = "JHM Anderluh and SA Borovkova",

note = "ed. is niet bekend; Second European Deloitte conference in risk management research, Antwerp, Belgium ; Conference date: 29-03-2004 Through 30-03-2004",

year = "2004",

language = "Undefined/Unknown",

publisher = "University of Antwerp",

pages = "1--16",

booktitle = "Second European Deloitte conference in risk management research",

address = "Belgium",

}

TY - GEN

T1 - Commodity volatility modelling and option pricing with a potential function approach

AU - Anderluh, JHM

AU - Borovkova, SA

N1 - ed. is niet bekend

PY - 2004

Y1 - 2004

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SP - 1

EP - 16

BT - Second European Deloitte conference in risk management research

PB - University of Antwerp

CY - Antwerp

T2 - Second European Deloitte conference in risk management research, Antwerp, Belgium

Y2 - 29 March 2004 through 30 March 2004

ER -