Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759): Difference between revisions
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English | Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets |
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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (English)
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11 July 2013
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energy market
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Ornstein-Uhlenbeck process
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stochastic volatility
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leverage
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subordinator
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