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Seasonal and stochastic effects in commodity forward curves. / Borovkova, SA; Geman, H.

In: Review of Derivatives Research, Vol. 9, 2006, p. 167-186.

Research output: Contribution to journalArticleScientific

Harvard

Borovkova, SA & Geman, H 2006, 'Seasonal and stochastic effects in commodity forward curves' Review of Derivatives Research, vol. 9, pp. 167-186.

APA

Borovkova, SA., & Geman, H. (2006). Seasonal and stochastic effects in commodity forward curves. Review of Derivatives Research, 9, 167-186.

Vancouver

Borovkova SA, Geman H. Seasonal and stochastic effects in commodity forward curves. Review of Derivatives Research. 2006;9:167-186.

Author

Borovkova, SA ; Geman, H. / Seasonal and stochastic effects in commodity forward curves. In: Review of Derivatives Research. 2006 ; Vol. 9. pp. 167-186.

BibTeX

@article{4681dbaf72334628a7a6ff75994af2da,
title = "Seasonal and stochastic effects in commodity forward curves",
keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica",
author = "SA Borovkova and H Geman",
year = "2006",
language = "Undefined/Unknown",
volume = "9",
pages = "167--186",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer",

}

RIS

TY - JOUR

T1 - Seasonal and stochastic effects in commodity forward curves

AU - Borovkova, SA

AU - Geman, H

PY - 2006

Y1 - 2006

KW - Wiskunde en Informatica

KW - Techniek

KW - technische Wiskunde en Informatica

M3 - Article

VL - 9

SP - 167

EP - 186

JO - Review of Derivatives Research

T2 - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

ER -

ID: 2365119