Valuation of freight derivatives based on continuous-time stochastic models (Q6986943)

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scientific article; zbMATH DE number 8037187
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    Valuation of freight derivatives based on continuous-time stochastic models
    scientific article; zbMATH DE number 8037187

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      Valuation of freight derivatives based on continuous-time stochastic models (English)
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      7 May 2025
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      stochastic models
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      Lévy processes
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      normal inverse Gaussian
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      freight rates
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      freight derivatives
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