Pages that link to "Item:Q2315654"
From MaRDI portal
The following pages link to Long-term swings and seasonality in energy markets (Q2315654):
Displaying 4 items.
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
- Earnings mean reversion and dynamic optimal capital structure (Q6592296) (← links)
