Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967)
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scientific article; zbMATH DE number 6247153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying long-run mean of commodity prices and the modeling of futures term structures |
scientific article; zbMATH DE number 6247153 |
Statements
Time-varying long-run mean of commodity prices and the modeling of futures term structures (English)
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17 January 2014
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continuous-time finance
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asset pricing
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commodity markets
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commodity prices
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derivatives pricing
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