DocumentCode
12601
Title
Affine Diffusion Modeling of Commodity Futures Price Term Structure
Author
John Seater استاد مشاور , Nick Piggott استاد مشاور , Peter Bloomfiel استاد مشاور , Paul Fackler استاد راهنما
University
Virginia Polytechnic Institute and state University
Grade
نامعلوم
Major
PhD )Economics(
Number of pages
0
Publish Date
2003
Keyword
term structure modeling , affine diffusions , commodity markets , Stochastic processes
Note
01
Language
انگليسي
Link To Document