Matias Lopez

University of California, Berkeley, Haas School of Business, Financial Engineering, Students

2220 Piedmont Avenue

Berkeley, CA

United States

Pontifical Catholic University of Chile - Department of Industrial Engineering

Av. Vicuña Mackenna 4860

La Florida

Santiago, Metropolitana

Chile

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Scholarly Papers (1)

1.

A Multifactor Stochastic Volatility Model of Commodity Prices

Number of pages: 60 Posted: 20 Jul 2016
Gonzalo Cortazar, Matias Lopez and Lorenzo Naranjo
Pontificia Universidad Catolica de Chile, University of California, Berkeley, Haas School of Business, Financial Engineering, Students and University of Miami - Department of Finance
Downloads 208 (143,043)

Abstract:

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Commodities, Multifactor Models, Stochastic Volatility, Derivatives