Pages that link to "Item:Q1676014"
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The following pages link to A multiplicative seasonal component in commodity derivative pricing (Q1676014):
Displaying 5 items.
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- Mathematical modeling and computational methods (Q1675997) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Seasonal and stochastic effects in commodity forward curves (Q2462885) (← links)