Pages that link to "Item:Q2797872"

The following pages link to PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES (Q2797872):

Displaying 2 items.

• Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
• An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)