Pages that link to "Item:Q1415461"
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The following pages link to Valuation of commodity derivatives in a new multi-factor model (Q1415461):
Displaying 13 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (Q2141159) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- Futures and futures options with basis risk: theoretical and empirical perspectives (Q3169223) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
