Pages that link to "Item:Q1621624"
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The following pages link to A four-factor stochastic volatility model of commodity prices (Q1621624):
Displaying 7 items.
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility (Q6549857) (← links)