A multi-factor jump-diffusion model for commodities† (Q3498564): Difference between revisions

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Latest revision as of 10:06, 28 June 2024

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A multi-factor jump-diffusion model for commodities†
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    A multi-factor jump-diffusion model for commodities† (English)
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    15 May 2008
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    commodity options
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    commodity derivatives
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    jump diffusion
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    mean reversion
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