Markov models for commodity futures: theory and practice-Reference-Cited by-同舟云学术

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Markov models for commodity futures: theory and practice

Published:2010-10 Issue:8 Volume:10 Page:831-854
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Andersen Leif

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680903493599

Reference39 articles.

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