A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model (Q5397403)
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scientific article; zbMATH DE number 6260352
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| English | A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model |
scientific article; zbMATH DE number 6260352 |
Statements
A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model (English)
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20 February 2014
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commodity prices
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term structure
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volatility modelling
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hedging techniques
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0.798775851726532
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0.7844341397285461
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0.7837297916412354
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0.7822657227516174
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0.7817773222923279
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