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N°15-54: A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing, W. Farkas, E. Gourier, R. Huitema, and C. Necula, 2015.

N°15-54: A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing, W. Farkas, E. Gourier, R. Huitema, and C. Necula, 2015.

AuthorW. Farkas, E. Gourier, R. Huitema, and C. Necula
Date11 June 2015
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2679218

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