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

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dc.creatorRoberson, Brian Anthony
dc.date.accessioned2016-11-14T23:24:35Z
dc.date.available2011-02-18T18:56:18Z
dc.date.available2016-11-14T23:24:35Z
dc.date.issued2001-05
dc.degree.departmentMathematicsen_US
dc.description.abstractNot available
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/2346/8695en_US
dc.language.isoeng
dc.publisherTexas Tech Universityen_US
dc.rights.availabilityUnrestricted.
dc.subjectPricing -- Mathematical modelsen_US
dc.subjectReal options (Finance) -- Mathematical modelsen_US
dc.subjectCommodity exchanges -- Mathematical modelsen_US
dc.subjectMonte Carlo methoden_US
dc.titleMulti-factor stochastic models for Monte Carlo simulation of commodity prices
dc.typeThesis

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