Calibrating a market model with stochastic volatility to commodity and interest rate risk (Q4555116)
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scientific article; zbMATH DE number 6981233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating a market model with stochastic volatility to commodity and interest rate risk |
scientific article; zbMATH DE number 6981233 |
Statements
Calibrating a market model with stochastic volatility to commodity and interest rate risk (English)
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19 November 2018
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calibration
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commodity markets
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derivative pricing
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interest rate modelling
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interest rate derivatives
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oil futures
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energy derivatives
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