SMILE MODELING IN COMMODITY MARKETS (Q3304207)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SMILE MODELING IN COMMODITY MARKETS |
scientific article |
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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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