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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dc.contributor.author Richter, Martin en_US
dc.contributor.author Sørensen, Carsten en_US
dc.date.accessioned 2009-02-04T10:26:19Z
dc.date.available 2009-02-04T10:26:19Z
dc.date.issued 2002-07-18T00:00:00Z en_US
dc.identifier.uri http://hdl.handle.net/10398/7179
dc.format.extent 45 s. en_US
dc.language eng en_US
dc.relation.ispartofseries Working paper;2002-04 en_US
dc.subject.other stokastiske processer en_US
dc.subject.other derivater en_US
dc.subject.other case studies en_US
dc.subject.other sojabønner en_US
dc.subject.other optioner en_US
dc.subject.other futures-råvarer en_US
dc.title Stochastic volatility and seasonality in commodity futures and options en_US
dc.type wp en_US
dc.accessionstatus modt02jul18 pedomo en_US
dc.contributor.corporation Handelshøjskolen i København. HHK. en_US
dc.contributor.corporation Copenhagen Business School. CBS en_US
dc.contributor.corporationshort Institut for Finansiering. FI en_US
dc.contributor.corporationshort Department of Finance. DF en_US
dc.contributor.department Institut for Finansiering en_US
dc.contributor.departmentshort FI en_US
dc.contributor.departmentuk Department of Finance en_US
dc.contributor.departmentukshort DF en_US
dc.idnumber x646098607 en_US
dc.publisher.city København en_US
dc.publisher.year 2002 en_US
dc.title.subtitle the case of soybeans en_US


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