Header

UZH-Logo

Maintenance Infos

A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing


Farkas, W; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2015). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. SSRN 2679218, University of Zurich.

Statistics

Downloads

136 downloads since deposited on 26 Nov 2015
105 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2015
Deposited On:26 Nov 2015 11:05
Last Modified:23 Jul 2018 06:21
Series Name:SSRN
OA Status:Green
Free access at:Official URL. An embargo period may apply.
Official URL:http://ssrn.com/abstract=2679218
Related URLs:http://www.zora.uzh.ch/id/eprint/141680/
Other Identification Number:merlin-id:12580, 2679218

Download

Download PDF  'A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing'.
Preview
Filetype: PDF
Size: 1MB