An alternative method to estimate parameters in modelling the behaviour of commodity prices
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Publication:5001194
DOI10.1080/14697688.2015.1096417zbMath1468.91168OpenAlexW2260824818MaRDI QIDQ5001194
Beatriz Larraz, Javier Población, Andrés García Mirantes
Publication date: 16 July 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2015.1096417
Signal detection and filtering (aspects of stochastic processes) (60G35) Derivative securities (option pricing, hedging, etc.) (91G20)
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