Markov models for commodity futures: theory and practice (Q3063849): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2463701 |
Changed an Item |
||
Property / author | |||
Property / author: Leif B. G. Andersen / rank | |||
Normal rank |
Revision as of 14:19, 1 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov models for commodity futures: theory and practice |
scientific article |
Statements
Markov models for commodity futures: theory and practice (English)
0 references
15 December 2010
0 references
quantitative finance
0 references
probability theory
0 references
pricing models
0 references
pricing of derivatives securities
0 references