Pages that link to "Item:Q2797872"
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The following pages link to Pricing and hedging of energy spread options and volatility modulated Volterra processes (Q2797872):
Displaying 4 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)