"Model Uncertainty in Commodity Markets."

Álvaro Cartea, Sebastian Jaimungal, Zhen Qin (2016)

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DOI: 10.1137/15M1027243

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type: Journal Article

metadata version: 2024-02-05

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Álvaro Cartea, Sebastian Jaimungal, Zhen Qin:
Model Uncertainty in Commodity Markets. SIAM J. Financial Math. 7(1): 1-33 (2016)

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