Pages that link to "Item:Q2288928"
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The following pages link to On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter (Q2288928):
Displaying 6 items.
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- On autoregressive measurement errors in a two-factor model (Q6630459) (← links)
