Pages that link to "Item:Q2150836"
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The following pages link to Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836):
Displaying 9 items.
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- On correlated measurement errors in the Schwartz-Smith two-factor model (Q2148726) (← links)
- Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future (Q2150831) (← links)
- Adaptive expectations and commodity risk premiums (Q2246712) (← links)
- Advances in pricing commodity futures: multifactor models (Q2256476) (← links)
- On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter (Q2288928) (← links)
- Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844) (← links)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)
