A multiplicative seasonal component in commodity derivative pricing

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

ISSN: 0377-0427

Ano de publicación: 2018

Volume: 330

Páxinas: 835-847

Tipo: Artigo

DOI: 10.1016/J.CAM.2017.05.014 GOOGLE SCHOLAR