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Pricing commodity swaptions in multifactor models

Author

  • Karl Larsson

Publishing year

2011

Language

English

Pages

32-44

Publication/Series

Journal of Derivatives

Volume

19

Issue

2

Document type

Journal article

Publisher

Institutional Investor, Inc

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 1074-1240