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

SCHOLARLY PAPERS

1

DOWNLOADS

215

CITATIONS

1

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 215 (141,000)
Citation 1

Abstract:

Loading...

Commodities, Multifactor Models, Stochastic Volatility, Derivatives