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

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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 item 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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