Pages that link to "Item:Q3498564"
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The following pages link to A multi-factor jump-diffusion model for commodities† (Q3498564):
Displayed 5 items.
- Multi-layer model of correlated energy prices (Q847241) (← links)
- Markov models for commodity futures: theory and practice (Q3063849) (← links)
- METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)