Smile modeling in commodity markets (Q3304207)
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scientific article; zbMATH DE number 7228489
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Smile modeling in commodity markets |
scientific article; zbMATH DE number 7228489 |
Statements
SMILE MODELING IN COMMODITY MARKETS (English)
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5 August 2020
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commodity
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option pricing
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margining procedures
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collaterals
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local volatility
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stochastic volatility
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0.8321544528007507
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0.8293761610984802
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0.7934650778770447
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0.7786056995391846
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0.7699102759361267
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