A multiplicative seasonal component in commodity derivative pricing (Q1676014)
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scientific article; zbMATH DE number 6802871
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A multiplicative seasonal component in commodity derivative pricing |
scientific article; zbMATH DE number 6802871 |
Statements
A multiplicative seasonal component in commodity derivative pricing (English)
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3 November 2017
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jump-diffusion stochastic processes
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seasonality
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risk-neutral measure
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numerical differentiation
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nonparametric estimation
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risk premium
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0.8078069090843201
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0.7960610389709473
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0.7731952667236328
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0.7676392197608948
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0.7668437361717224
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