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Maximal Gaussian Affine Models for Multiple Commodities: A Note |
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| Authors: | Jaime Casassus Peng Liu Ke Tang |
| Affiliation: | 1. Jaime Casassus is at Instituto de Economia, Pontificia Universidad Catolica de Chile, Santiago, Chile.;2. Peng (Peter) Liu is at Finance and Real Estate, Cornell University, Ithaca, New York.;3. Ke Tang is at Hanqing Advanced Institute of Economics and Finance and School of Finance, Renmin University of China, Beijing, P.R. China. |
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