Pages that link to "Item:Q3498238"
From MaRDI portal
The following pages link to ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (Q3498238):
Displaying 5 items.
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Algorithm of calculation of combined commodity options value (Q2132109) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)