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WP[removed]Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans af Martin Richter & Carsten Sørensen
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Document Date: 2011-09-08 07:51:20

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File Size: 322,63 KB

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Company

Pearson / Martin Richter Carsten Sørensen Finansbanken A/S / /

Country

Denmark / /

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IndustryTerm

above stochastic differential equation systems / finance / analytical solutions / /

Organization

Chicago Board of Trade / Carsten Sørensen INSTITUT FOR FINANSIERING / Soybeans∗ Martin Richter Carsten Sørensen Finansbanken A/S Department of Finance Kalkbrænderihavnen / DEPARTMENT OF FINANCE / Danish Social Science Council / Copenhagen Business School / /

Person

Scott / Carsten Sørensen / Bakshi / Chen / Martin Richter / /

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Position

vP / Cao / /

Product

Pentax K-x Digital Camera / /

Technology

filtering algorithms / /

URL

www.cbs.dk/departments/finance / /

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