Open AccessUnspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Author(s) -
Anders B. Trolle,
Eduardo S. Schwartz
Publication year - 2006
Language(s) - English
Resource type - Reports
DOI - 10.3386/w12744
Subject(s) - volatility (finance) , financial economics , economics , stochastic volatility , implied volatility , commodity , volatility smile , econometrics , finance