Pages that link to "Item:Q3617304"
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The following pages link to Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304):
Displayed 18 items.
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759) (← links)
- Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS (Q3100748) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
- Implied Volatility of Leveraged ETF Options (Q4682478) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)