Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives.
| Autor: | Trolle, Anders B.1,2 abt.fi@cbs.dk, Schwartz, Eduardo S.3,4 |
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| Zdroj: | Review of Financial Studies. Nov2009, Vol. 22 Issue 11, p4423-4461. 39p. 6 Charts, 4 Graphs. |
| Databáze: | Business Source Ultimate |
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