Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+A multi-factor jump-diffusion model for commodities†
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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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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+Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
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+Pricing inflation-indexed derivatives
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