Pages that link to "Item:Q4976513"
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The following pages link to Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513):
Displaying 6 items.
- Commodity spread option with cointegration (Q1627674) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- A new definition for time-dependent price mean reversion in commodity markets (Q5940889) (← links)