A multi-factor jump-diffusion model for commodities† (Q3498564): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-factor jump-diffusion model for commodities† |
scientific article |
Statements
A multi-factor jump-diffusion model for commodities† (English)
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15 May 2008
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commodity options
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commodity derivatives
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jump diffusion
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mean reversion
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