Markov models for commodity futures: theory and practice (Q3063849): Difference between revisions
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Revision as of 20:05, 19 March 2024
scientific article
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English | Markov models for commodity futures: theory and practice |
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Markov models for commodity futures: theory and practice (English)
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15 December 2010
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quantitative finance
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probability theory
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pricing models
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pricing of derivatives securities
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