Advances in pricing commodity futures: multifactor models (Q2256476)
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scientific article; zbMATH DE number 6406219
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Advances in pricing commodity futures: multifactor models |
scientific article; zbMATH DE number 6406219 |
Statements
Advances in pricing commodity futures: multifactor models (English)
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19 February 2015
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futures
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no-arbitrage
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commodity
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stochastic process
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numerical methods
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martingale
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0.8117680549621582
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0.8009746670722961
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0.7807605862617493
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0.7762187719345093
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0.7760266065597534
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