Modeling commodity prices under the CEV model

Journal of Alternative Investments

Volumn 11, Issue 3, 2009, Pages 65-84

  Geman, Helyette ^a   Shih, Yih Fong ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 58849166162     PISSN: 15203255     EISSN: None     Source Type: Journal    
DOI: 10.3905/JAI.2009.11.3.065     Document Type: Article

References (19)

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