Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222)
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scientific article; zbMATH DE number 5509825
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| English | Pricing a class of exotic commodity options in a multi-factor jump-diffusion model |
scientific article; zbMATH DE number 5509825 |
Statements
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (English)
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23 February 2009
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commodity options
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option pricing
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commodity prices
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continuous time finance
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jump-diffusion
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commodity derivatives
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pricing of derivatives
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0.8309909105300903
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0.7867733240127563
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0.7641724944114685
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0.7607728242874146
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0.7537816166877747
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