Markov models for commodity futures: theory and practice
Year of publication: |
2010
|
---|---|
Authors: | Andersen, Leif |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 8, p. 831-854
|
Publisher: |
Taylor & Francis Journals |
Subject: | Quantitative finance | Probability theory | Pricing models | Pricing of derivatives securities |
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