Commodity price modelling that matches current observables: a new approach (Q4647240)
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scientific article; zbMATH DE number 7001568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Commodity price modelling that matches current observables: a new approach |
scientific article; zbMATH DE number 7001568 |
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Commodity price modelling that matches current observables: a new approach (English)
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14 January 2019
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stochastic model
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commodity price
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term structure of forward and futures volatilities
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