Lévy-Based Cross-Commodity Models and Derivative Valuation (Q5388672)
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scientific article; zbMATH DE number 6025770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy-Based Cross-Commodity Models and Derivative Valuation |
scientific article; zbMATH DE number 6025770 |
Statements
Lévy-Based Cross-Commodity Models and Derivative Valuation (English)
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19 April 2012
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commodities
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Lévy processes
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cointegration
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Fourier transform methods
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