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.
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| 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: | 28 Oct 2019 08:21 |
| 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: | https://www.zora.uzh.ch/id/eprint/141680/ |
| Other Identification Number: | merlin-id:12580, 2679218 |
Farkas, W