Pages that link to "Item:Q2353844"
From MaRDI portal
The following pages link to Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844):
Displaying 5 items.
- Valuation of commodity derivatives in a new multi-factor model (Q1415461) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)