Pages that link to "Item:Q2256476"
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The following pages link to Advances in pricing commodity futures: multifactor models (Q2256476):
Displaying 12 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- The multifactor nature of the volatility of futures markets (Q853577) (← 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)
- Statistical field theory of futures commodity prices (Q2148175) (← links)
- Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- Estimating the term structure of commodity market preferences (Q2286907) (← links)
- Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844) (← 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)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)
