A multi-factor jump-diffusion model for commodities† (Q3498564)
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scientific article; zbMATH DE number 5275912
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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15 May 2008
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commodity options
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commodity derivatives
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jump diffusion
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mean reversion
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0.8479337692260742
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0.8309909105300903
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0.8076719045639038
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0.8025814294815063
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0.8020875453948975
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