Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304): Difference between revisions

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+Stochastic Volatility Corrections for Interest Rate Derivatives
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+A Theory of the Term Structure of Interest Rates
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+MEAN-REVERTING STOCHASTIC VOLATILITY
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+Q4509488
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+ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING
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