Stochastic volatility and seasonality in commodity futures and options

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Stochastic volatility and seasonality in commodity futures and options

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Title: Stochastic volatility and seasonality in commodity futures and options
the case of soybeans
Author: Richter, Martin; Sørensen, Carsten
URI: http://hdl.handle.net/10398/7179
Date: 2002-07-18

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