Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models |
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Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (English)
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23 March 2009
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commodity derivatives
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stochastic volatility
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spread options
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singular perturbation methods
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