Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (Q2837760)
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scientific article; zbMATH DE number 6186892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets |
scientific article; zbMATH DE number 6186892 |
Statements
11 July 2013
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energy market
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forward pricing
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spread option
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subordinator
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stochastic volatility
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Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (English)
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