Seasonal and stochastic effects in commodity forward curves

Research output: Contribution to journal › Article › Scientific

Original language	Undefined/Unknown
Pages (from-to)	167-186
Number of pages	20
Journal	Review of Derivatives Research
Volume	9
Publication status	Published - 2006

Keywords

@article{4681dbaf72334628a7a6ff75994af2da,

title = "Seasonal and stochastic effects in commodity forward curves",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica",

author = "SA Borovkova and H Geman",

year = "2006",

language = "Undefined/Unknown",

volume = "9",

pages = "167--186",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer",

}