Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760): Difference between revisions
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Latest revision as of 00:41, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets |
scientific article |
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (English)
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11 July 2013
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energy market
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forward pricing
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spread option
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subordinator
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stochastic volatility
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