Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-2 within 2 documents
A multi-factor jump-diffusion model for commodities [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.181-200
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.471-483