Pages that link to "Item:Q3498564"

The following pages link to A multi-factor jump-diffusion model for commodities† (Q3498564):

Displaying 8 items.

• Multi-layer model of correlated energy prices (Q847241) (← links)
• COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
• Markov models for commodity futures: theory and practice (Q3063849) (← links)
• METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
• The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
• Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)
• News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
• TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)