A hybrid commodity and interest rate market model (Q5397405)
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scientific article; zbMATH DE number 6260354
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A hybrid commodity and interest rate market model |
scientific article; zbMATH DE number 6260354 |
Statements
A hybrid commodity and interest rate market model (English)
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20 February 2014
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arbitrage pricing
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calibration of deterministic volatility
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commodity markets
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computational finance
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derivative pricing models
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interest rate modelling
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interest rate derivatives
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0.8864791393280029
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0.8025814294815063
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0.7934650778770447
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0.786333441734314
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0.7861887216567993
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