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Commodity derivative valuation under a factor model with time-varying market prices of risk
Mirantes, Andrés G., Población, Javier, Serna, GregorioVolume:
18
Language:
english
Journal:
Review of Derivatives Research
DOI:
10.1007/s11147-014-9104-1
Date:
April, 2015
File:
PDF, 234 KB
english, 2015