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"Commodity derivatives pricing with cointegration and stochastic covariances."

Mei Choi Chiu, Hoi Ying Wong, Jing Zhao (2015)

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DOI: 10.1016/J.EJOR.2015.05.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/eor/ChiuWZ15
Mei Choi Chiu, Hoi Ying Wong, Jing Zhao:
Commodity derivatives pricing with cointegration and stochastic covariances. Eur. J. Oper. Res. 246(2): 476-486 (2015)

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