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                                       Details for article 17 of 21 found articles
 
 
  Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
 
 
Title: Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
Author: Chen, Jilong
Ewald, Christian
Ouyang, Ruolan
Westgaard, Sjur
Xiao, Xiaoxia
Appeared in: Annals of operations research
Paging: Volume 313 () nr. 1 pages 29-46
Year: 2021-07-15
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 17 of 21 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands