May  6, 2016

Mean reversion, measure changes and stochastic risk premia in commodity markets
Alvaro Cartea
Universidad Carlos III & Madrid)

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 9, 2010 as part of the Industrial-Academic Forum on Commodities, Energy Markets, and Emissions Trading.

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You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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