Pages that link to "Item:Q5397405"
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The following pages link to A hybrid commodity and interest rate market model (Q5397405):
Displaying 6 items.
- SMILE MODELING IN COMMODITY MARKETS (Q3304207) (← links)
- Calibrating a market model with stochastic volatility to commodity and interest rate risk (Q4555116) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)
- Pricing commodity index options (Q6158400) (← links)
- A drift-free simulation method for pricing commodity derivatives (Q6574654) (← links)