Pages that link to "Item:Q1621624"

The following pages link to A four-factor stochastic volatility model of commodity prices (Q1621624):

Displaying 2 items.

• Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
• Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)