Lévy-based cross-commodity models and derivative valuation

S Jaimungal, V Surkov - SIAM Journal on Financial Mathematics, 2011 - SIAM
Energy commodities, such as oil, gas, and electricity, lack the liquidity of equity markets,
have large costs associated with storage, exhibit high volatilities, and can have significant …
被引用次数：48 相关文章

Lévy-Based Cross-Commodity Models and Derivative Valuation

S Jaimungal, V Surkov - SIAM Journal on Financial …, 2011 - search.proquest.com
Energy commodities, such as oil, gas, and electricity, lack the liquidity of equity markets,
have large costs associated with storage, exhibit high volatilities, and can have significant …

Lévy-Based Cross-Commodity Models and Derivative Valuation

S Jaimungal, V Surkov - SIAM Journal on Financial Mathematics, 2011 - dl.acm.org
Energy commodities, such as oil, gas, and electricity, lack the liquidity of equity markets,
have large costs associated with storage, exhibit high volatilities, and can have significant …

Levy Based Cross-Commodity Models and Derivative Valuation

S Jaimungal, V Surkov - SIAM Journal on Financial Mathematics, 2011 - papers.ssrn.com
Energy commodities, such as oil, gas and electricity, lack the liquidity of equity markets, have
large costs associated with storage, exhibit high volatilities and can have significant spikes …

[引用][C] Lévy-Based Cross-Commodity Models and Derivative Valuation

S Jaimungal, V Surkov - SIAM Journal on Financial Mathematics, 2011 - cir.nii.ac.jp
Lévy-Based Cross-Commodity Models and Derivative Valuation | CiNii Research CiNii 国立
情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす …
[PDF] researchgate.net

[PDF][PDF] Lévy Based Cross-Commodity Models and Derivative Valuation

S Jaimungal, V Surkov - researchgate.net
Energy commodities, such as oil, gas and electricity, lack the liquidity of equity markets, have
large costs associated with storage, and exhibit high volatilities. Perhaps even more …