Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil |
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (English)
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30 June 2022
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commodity futures
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stochastic volatility
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multi-factor models
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