A one-factor conditionally linear commodity pricing model under partial information (Q2515786)
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scientific article
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| English | A one-factor conditionally linear commodity pricing model under partial information |
scientific article |
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A one-factor conditionally linear commodity pricing model under partial information (English)
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6 August 2015
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commodity futures/forward
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conditionally linear model
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partial information
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stochastic convenience yield
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utility indifference pricing
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0.7400360107421875
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0.7354885339736938
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0.7353389263153076
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0.7334545254707336
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0.7292647361755371
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