A hybrid commodity and interest rate market model

Pilz, KF; Schlögl, E

A hybrid commodity and interest rate market model

Pilz, KF Schlögl, E

Permalink

Publisher:: Chapman and Hall/CRC
Publication Type:: Chapter
Citation:: Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, 2022, pp. 469-496
Issue Date:: 2022-12-16

Open Access

Copyright Clearance Process

Recently Added
In Progress
Open Access

This item is open access.

The embargo period expires on 16 Jul 2024

Adobe PDF

Download Submitted versionAdobe PDF (511.66 kB)

View on publisher's site

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Pilz, KF
dc.contributor.author	Schlögl, E
dc.date.accessioned	2023-05-30T00:11:53Z
dc.date.available	2023-05-30T00:11:53Z
dc.date.issued	2022-12-16
dc.identifier.citation	Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, 2022, pp. 469-496
dc.identifier.isbn	9781032208176
dc.identifier.uri	http://hdl.handle.net/10453/170535
dc.language	en
dc.publisher	Chapman and Hall/CRC
dc.relation	http://purl.org/au-research/grants/arc/LP0562616
dc.relation.ispartof	Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing
dc.relation.isbasedon	10.1201/9781003265399-24
dc.rights	info:eu-repo/semantics/embargoedAccess
dc.rights	This is an Accepted Manuscript of a book chapter published by Routledge/CRC Press in the book: Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing Published IN 16 December 2022 Book Chapter Title: A hybrid commodity and interest rate market model Book Chapter available online: https://www.taylorfrancis.com/chapters/edit/10.1201/9781003265399-24/commodity-markets-business-cycle-julien-chevallier-mathieu-gatumel-florian-ielpo
dc.title	A hybrid commodity and interest rate market model
dc.type	Chapter
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	open_access	*
utslib.copyright.embargo	2024-07-16T00:00:00+1000Z
dc.date.updated	2023-05-30T00:11:51Z
pubs.publication-status	Published

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/170535