Cite
HARVARD Citation
Fuertes, A. et al. (2022). Risk‐neutral skewness and commodity futures pricing. Journal of futures markets. 42 (4), pp. 751-785. [Online].
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Fuertes, A. et al. (2022). Risk‐neutral skewness and commodity futures pricing. Journal of futures markets. 42 (4), pp. 751-785. [Online].