FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY...

International Journal of Theoretical and Applied Finance 2015 / 03 Vol. 18; Iss. 2

FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES

BENTH, FRED ESPEN, BLANCO, SARA ANA SOLANILLA
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Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024915500107
Date:
March, 2015
File:
PDF, 805 KB
english, 2015
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