Pages that link to "Item:Q5745645"
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The following pages link to Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645):
Displaying 8 items.
- Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
- Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836) (← links)
- A one-factor conditionally linear commodity pricing model under partial information (Q2515786) (← links)
- Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
- Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967) (← links)
- Dynamic hedging strategy based on long-term investment perspective: crude oil futures portfolio for case analysis (Q3132143) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- (Q4687884) (← links)
