A hybrid commodity and interest rate market model (Q5397405): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:15, 5 March 2024
scientific article; zbMATH DE number 6260354
Language | Label | Description | Also known as |
---|---|---|---|
English | A hybrid commodity and interest rate market model |
scientific article; zbMATH DE number 6260354 |
Statements
A hybrid commodity and interest rate market model (English)
0 references
20 February 2014
0 references
arbitrage pricing
0 references
calibration of deterministic volatility
0 references
commodity markets
0 references
computational finance
0 references
derivative pricing models
0 references
interest rate modelling
0 references
interest rate derivatives
0 references