Pages that link to "Item:Q2862510"
From MaRDI portal
The following pages link to Commodity price dynamics and derivative valuation: a review (Q2862510):
Displaying 6 items.
- On monetary analysis of derivatives (Q1591266) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Global vs sectoral factors and the impact of the financialization in commodity price changes (Q2661827) (← links)
- The Impact of Cointegration on Commodity Spread Options (Q4689923) (← links)
- On the seasonality in the implied volatility of electricity options (Q5234359) (← links)