Stochastic volatility and seasonality in commodity futures and options
| 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 |
This work is licensed under a Creative Commons License.
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| richter_soerensen_stochastic.pdf | 322.6Kb |
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