Unspanned Stochastic Volatility and the Pricing of...

Review of Financial Studies 2009 / 11 Vol. 22; Iss. 11

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Trolle, A. B., Schwartz, E. S.
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Volume:
22
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/hhp036
Date:
November, 2009
File:
PDF, 1019 KB
english, 2009
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