Pricing commodity index options (Q6158400)
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scientific article; zbMATH DE number 7698383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing commodity index options |
scientific article; zbMATH DE number 7698383 |
Statements
Pricing commodity index options (English)
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20 June 2023
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commodity futures
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commodity indices
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option pricing
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stochastic local volatility
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Markov projections
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0.8293761610984802
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0.7843962907791138
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0.7815991640090942
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0.7783012390136719
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0.7749292254447937
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