Commodity derivatives pricing with cointegration and stochastic covariances
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Publication:319797
DOI10.1016/j.ejor.2015.05.012zbMath1346.91227OpenAlexW1874510373WikidataQ58980797 ScholiaQ58980797MaRDI QIDQ319797
Mei Choi Chiu, Hoi Ying Wong, Jing Zhao
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.05.012
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