Pages that link to "Item:Q3498564"
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The following pages link to A multi-factor jump-diffusion model for commodities† (Q3498564):
Displaying 13 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Multi-layer model of correlated energy prices (Q847241) (← links)
- A flexible model for tree-structured multi-commodity markets (Q857900) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Markov models for commodity futures: theory and practice (Q3063849) (← links)
- METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- Jump factor models in large cross‐sections (Q5208562) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)