Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Commodity derivative valuation under a factor model with time-varying market prices of risk |
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Commodity derivative valuation under a factor model with time-varying market prices of risk (English)
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9 July 2015
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market price of risk
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commodity prices
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commodity derivatives
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stochastic processes
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Kalman filter
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