Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, A Practical Implementation In The Case Of Copper

Mariano Mendez Suarez, Prosper Lamothe Fernandez. Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, A Practical Implementation In The Case Of Copper. In Javier Otamendi, Andrzej Bargiela, José Luis Isla Montes, Luis Miguel Doncel Pedrera, editors, European Conference on Modelling and Simulation, ECMS 2009, Madrid, Spain, June 9-12, 2009. pages 433-438, European Council for Modeling and Simulation, 2009. [doi]

@inproceedings{SuarezF09,
  title = {Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, A Practical Implementation In The Case Of Copper},
  author = {Mariano Mendez Suarez and Prosper Lamothe Fernandez},
  year = {2009},
  doi = {10.7148/2009-0433-0438},
  url = {http://dx.doi.org/10.7148/2009-0433-0438},
  researchr = {https://researchr.org/publication/SuarezF09},
  cites = {0},
  citedby = {0},
  pages = {433-438},
  booktitle = {European Conference on Modelling and Simulation, ECMS 2009, Madrid, Spain, June 9-12, 2009},
  editor = {Javier Otamendi and Andrzej Bargiela and José Luis Isla Montes and Luis Miguel Doncel Pedrera},
  publisher = {European Council for Modeling and Simulation},
  isbn = {978-0-9553018-8-9},
}