A multiplicative seasonal component in commodity derivative pricing

  1. Gómez-Valle, L.
  2. Habibilashkary, Z.
  3. Martínez-Rodríguez, J.
Revue:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Année de publication: 2018

Volumen: 330

Pages: 835-847

Type: Article

DOI: 10.1016/J.CAM.2017.05.014 GOOGLE SCHOLAR