Commodity volatility modelling and option pricing with a potential function approach

JHM Anderluh, SA Borovkova

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

Original languageUndefined/Unknown
Title of host publicationSecond European Deloitte conference in risk management research
Place of PublicationAntwerp
PublisherUniversity of Antwerp
Pages1-16
Number of pages16
Publication statusPublished - 2004
EventSecond European Deloitte conference in risk management research, Antwerp, Belgium - Antwerp
Duration: 29 Mar 200430 Mar 2004

Publication series

Name
PublisherUniversity of Antwerp

Conference

ConferenceSecond European Deloitte conference in risk management research, Antwerp, Belgium
Period29/03/0430/03/04

Keywords

  • Conf.proc. > 3 pag

Cite this

Anderluh, JHM., & Borovkova, SA. (2004). Commodity volatility modelling and option pricing with a potential function approach. In Second European Deloitte conference in risk management research (pp. 1-16). University of Antwerp.