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Type	Working Paper
Scope	Discipline-based scholarship
Title	A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Erich Walter Farkas Elise Gourier Robert Huitema Ciprian Necula
Language	English
Institution	University of Zurich
Series Name	SSRN
Number	2679218
ISSN	1556-5068
Date	2015
Free access at	Official URL
Official URL	http://ssrn.com/abstract=2679218
Related URLs	https://www.zora.uzh.ch/id/eprint/141680/
Other Identification Number	merlin-id:12580, 2679218
PDF File	Download from ZORA
Export	BibTeX EP3 XML (ZORA)