A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models |
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A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (English)
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12 September 2016
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commodity futures
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jump-diffusion stochastic processes
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risk-neutral measure
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numerical differentiation
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nonparametric estimation
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