Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/22/11/4423/5373723/hhp036.pdf
Reference60 articles.
1. Range-Based Estimation of Stochastic Volatility Models
2. Amin K. Ng V. Pirrong S. C. Managing Energy Price Risk. London: Risk Publications; 1995. Valuing Energy Derivatives.
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4. The Distribution of Realized Exchange Rate Volatility
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