Unspanned stochastic volatility and the pricing of commodity derivatives
By: Anders B. Trolle, Eduardo S. Schwartz.
Contributors: Schwartz, Eduardo S.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12744.; Working paper series (National Bureau of Economic Research) -- working paper no. 12744.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 50
Subjects: Petroleum industry and trade -- Econometric models
Notes: "December 2006"

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).