Open AccessEmpirical Pricing Performance on Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?
Author(s) -
Benjamin Cheng,
Christina Sklibosios Nikitopoulos,
Erik Schlögl
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2721716
Subject(s) - futures contract , economics , econometrics , crude oil , volatility (finance) , interest rate , stochastic volatility , financial economics , rendleman–bartter model , commodity , monetary economics , petroleum engineering , finance , geology
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