Model Uncertainty in Commodity Markets (Q3465256): Difference between revisions

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+Analytical Approximation for the Price Dynamics of Spark Spread Options
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+A note on arbitrage‐free pricing of forward contracts in energy markets
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+IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION
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+Algorithmic Trading with Model Uncertainty
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+Modelling and measuring price discovery in commodity markets
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+Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
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+INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
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+Lévy-Based Cross-Commodity Models and Derivative Valuation
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