Multi-factor stochastic models for Monte Carlo simulation of commodity prices

Date

2001-05

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Texas Tech University

Abstract

Not available

Description

Keywords

Pricing -- Mathematical models, Real options (Finance) -- Mathematical models, Commodity exchanges -- Mathematical models, Monte Carlo method

Citation

URI

http://hdl.handle.net/2346/8695

Collections

Texas Tech University