Pages that link to "Item:Q3063849"
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The following pages link to Markov models for commodity futures: theory and practice (Q3063849):
Displaying 7 items.
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- On Poisson mixture of lognormal distributions (Q2207038) (← links)
- 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)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681) (← links)
