Farkas, Walter; 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
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: | 19 Mar 2021 14:44 |
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: | https://www.zora.uzh.ch/id/eprint/141680/ |
Other Identification Number: | merlin-id:12580, 2679218 |
Users (please log in): Suggest update or correction for this item
For submitters/editors: Edit metadata
Permanent URL: https://doi.org/10.5167/uzh-115033
Download
- Google Plus
Article Networks
Authors, Affiliations, Collaborations
Source of ORCID ID: Author