Commodity derivatives pricing with cointegration and stochastic covariances (Q319797)
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scientific article; zbMATH DE number 6633679
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| default for all languages | No label defined |
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| English | Commodity derivatives pricing with cointegration and stochastic covariances |
scientific article; zbMATH DE number 6633679 |
Statements
Commodity derivatives pricing with cointegration and stochastic covariances (English)
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6 October 2016
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option pricing
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cointegration
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stochastic covariance
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stochastic convenience yield
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0.85675448179245
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0.8071989417076111
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0.7816786766052246
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0.7802638411521912
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0.7726435661315918
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