Advanced

Pricing commodity swaptions in multifactor models

Larsson, Karl LU (2011) In Journal of Derivatives 19(2). p.32-44
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Derivatives
volume
19
issue
2
pages
32 - 44
publisher
Institutional Investor, Inc
external identifiers
  • WOS:000297602000002
  • Scopus:82055199238
ISSN
1074-1240
DOI
10.3905/jod.2011.19.2.032
language
English
LU publication?
yes
id
c832171e-ad02-491a-972d-8b3f9b996dbe (old id 2293094)
date added to LUP
2012-01-12 10:36:28
date last changed
2016-10-13 04:27:21
@misc{c832171e-ad02-491a-972d-8b3f9b996dbe,
  author       = {Larsson, Karl},
  issn         = {1074-1240},
  language     = {eng},
  number       = {2},
  pages        = {32--44},
  publisher    = {ARRAY(0xae7f130)},
  series       = {Journal of Derivatives},
  title        = {Pricing commodity swaptions in multifactor models},
  url          = {http://dx.doi.org/10.3905/jod.2011.19.2.032},
  volume       = {19},
  year         = {2011},
}