Markov models for commodity futures: theory and practice (Q3063849): Difference between revisions

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+ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES
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+Pricing a class of exotic commodity options in a multi-factor jump-diffusion model
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+A multi-factor jump-diffusion model for commodities†
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+Robust numerical methods for contingent claims under jump diffusion processes
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+The Term Structure of Simple Forward Rates with Jump Risk
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+Modelling spikes and pricing swing options in electricity markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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