Pricing commodity swaptions in multifactor models
(2011) In Journal of Derivatives 19(2). p.32-44
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/2293094
- author
- Larsson, Karl LU
- organization
- publishing date
- 2011
- 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
- 2016-04-04 09:16:29
- date last changed
- 2022-01-29 17:06:10
@article{c832171e-ad02-491a-972d-8b3f9b996dbe,
author = {{Larsson, Karl}},
issn = {{1074-1240}},
language = {{eng}},
number = {{2}},
pages = {{32--44}},
publisher = {{Institutional Investor, Inc}},
series = {{Journal of Derivatives}},
title = {{Pricing commodity swaptions in multifactor models}},
url = {{http://dx.doi.org/10.3905/jod.2011.19.2.032}},
doi = {{10.3905/jod.2011.19.2.032}},
volume = {{19}},
year = {{2011}},
}