Pages that link to "Item:Q313647"
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The following pages link to A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647):
Displaying 5 items.
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Editorial: Mathematical modeling and computational methods (Q5890876) (← links)