A drift-free simulation method for pricing commodity derivatives (Q6574654)
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scientific article; zbMATH DE number 7883173
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A drift-free simulation method for pricing commodity derivatives |
scientific article; zbMATH DE number 7883173 |
Statements
A drift-free simulation method for pricing commodity derivatives (English)
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18 July 2024
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Libor market model
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drift-free simulation
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cross-markets
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commodity derivatives
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convenience yield
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