A multi-factor jump-diffusion model for commodities† (Q3498564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multi-factor jump-diffusion model for commodities† |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-factor jump-diffusion model for commodities† |
scientific article |
Statements
A multi-factor jump-diffusion model for commodities† (English)
0 references
15 May 2008
0 references
commodity options
0 references
commodity derivatives
0 references
jump diffusion
0 references
mean reversion
0 references
