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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Anders B. Trolle and Eduardo S. Schwartz. 2010.12.08 ???. Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives. Outline. 1.Introduction 2. Data 3.Model 4. Results 5.Conclusion. 1.Introduction.

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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives