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Commodity derivatives valuation with autoregressive and moving average components in the price dynamics

Paschke, R. and Prokopczuk, M. (2010) Commodity derivatives valuation with autoregressive and moving average components in the price dynamics. Journal of Banking & Finance, 34 (11). pp. 2742-2752. ISSN 0378-4266

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To link to this article DOI: 10.1016/j.jbankfin.2010.05.010


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18671
Publisher:Elsevier

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