A four-factor stochastic volatility model of commodity prices (Q1621624)
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scientific article; zbMATH DE number 6975831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A four-factor stochastic volatility model of commodity prices |
scientific article; zbMATH DE number 6975831 |
Statements
A four-factor stochastic volatility model of commodity prices (English)
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9 November 2018
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asset pricing
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commodity markets
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commodity derivatives
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derivatives pricing
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asset price process
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commodity risk management
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0.8805533
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0.8666928
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0.85784775
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0.8569506
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0.8548658
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0.8530414
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0.8524773
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