Fast calibration of two-factor models for energy option pricing (Q6579570)
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scientific article; zbMATH DE number 7887619
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| default for all languages | No label defined |
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| English | Fast calibration of two-factor models for energy option pricing |
scientific article; zbMATH DE number 7887619 |
Statements
Fast calibration of two-factor models for energy option pricing (English)
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25 July 2024
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energy derivatives
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Lyapunov equation
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market calibration
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pricing
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volatility
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