A multiplicative seasonal component in commodity derivative pricing (Q1676014)
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scientific article; zbMATH DE number 6802871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiplicative seasonal component in commodity derivative pricing |
scientific article; zbMATH DE number 6802871 |
Statements
A multiplicative seasonal component in commodity derivative pricing (English)
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3 November 2017
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jump-diffusion stochastic processes
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seasonality
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risk-neutral measure
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numerical differentiation
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nonparametric estimation
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risk premium
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