Commodity derivative valuation under a factor model with time-varying market prices of risk
Crossref DOI link: https://doi.org/10.1007/s11147-014-9104-1
Published Online: 2014-10-10
Published Print: 2015-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mirantes, Andrés G.
Población, Javier
Serna, Gregorio
Text and Data Mining valid from 2014-10-10