Seasonal and stochastic effects in commodity forward curves

SA Borovkova, H Geman

Research output: Contribution to journalArticleScientific

36 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)167-186
Number of pages20
JournalReview of Derivatives Research
Volume9
Publication statusPublished - 2006

Keywords

  • Wiskunde en Informatica
  • Techniek
  • technische Wiskunde en Informatica

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