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On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
Ewald, Christian-Oliver
;
Zhang, Aihua
;
Zong, Zhe
- In:
Application of operations research to financial markets
,
(pp. 119-130)
.
2019
Persistent link: https://www.econbiz.de/10012157367
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Pension funds under inflation risk
Zhang, Aihua
- In:
Pension fund risk management : financial and actuarial …
,
(pp. 85-101)
.
2010
Persistent link: https://www.econbiz.de/10003938145
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