在具有随机波动率的三因子模型中对商品期货定价并确定风险溢价：以布伦特原油为例

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil

• Jilong Chen
• Ruolan Ouyang 通讯
• Xiaoxia Xiao
• Christian‐Oliver Ewald
• Sjur Westgaard