Commodity derivatives pricing with cointegration and stochastic covariances (Q319797)
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scientific article; zbMATH DE number 6633679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Commodity derivatives pricing with cointegration and stochastic covariances |
scientific article; zbMATH DE number 6633679 |
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Commodity derivatives pricing with cointegration and stochastic covariances (English)
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6 October 2016
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option pricing
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cointegration
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stochastic covariance
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stochastic convenience yield
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