A multi-factor jump-diffusion model for commodities† (Q3498564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multi-factor jump-diffusion model for commodities† |
scientific article; zbMATH DE number 5275912
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A multi-factor jump-diffusion model for commodities† |
scientific article; zbMATH DE number 5275912 |
Statements
A multi-factor jump-diffusion model for commodities† (English)
0 references
15 May 2008
0 references
commodity options
0 references
commodity derivatives
0 references
jump diffusion
0 references
mean reversion
0 references
0 references
0 references
0.8479337692260742
0 references
0.8309909105300903
0 references
0.8076719045639038
0 references
0.8025814294815063
0 references
0.8020875453948975
0 references
