Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (Q2837759)
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scientific article; zbMATH DE number 6186891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets |
scientific article; zbMATH DE number 6186891 |
Statements
11 July 2013
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energy market
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Ornstein-Uhlenbeck process
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stochastic volatility
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leverage
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subordinator
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Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (English)
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