Pages that link to "Item:Q3304207"
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The following pages link to SMILE MODELING IN COMMODITY MARKETS (Q3304207):
Displaying 7 items.
- A deep learning model for gas storage optimization (Q2064630) (← links)
- ROUGH-HESTON LOCAL-VOLATILITY MODEL (Q6119773) (← links)
- Pricing commodity index options (Q6158400) (← links)
- Delta hedging bitcoin options with a smile (Q6158441) (← links)
- A general framework for a joint calibration of VIX and VXX options (Q6549588) (← links)
- Fast calibration of two-factor models for energy option pricing (Q6579570) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)