The following pages link to (Q3160497):
Displayed 8 items.
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Optimal trading of a basket of futures contracts (Q2191860) (← links)
- Seasonal and stochastic effects in commodity forward curves (Q2462885) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (Q5147999) (← links)
- OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (Q5157844) (← links)