Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222): Difference between revisions
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Revision as of 12:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing a class of exotic commodity options in a multi-factor jump-diffusion model |
scientific article |
Statements
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (English)
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23 February 2009
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commodity options
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option pricing
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commodity prices
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continuous time finance
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jump-diffusion
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commodity derivatives
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pricing of derivatives
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