"Lévy-Based Cross-Commodity Models and Derivative Valuation."

Sebastian Jaimungal, Vladimir Surkov (2011)

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DOI: 10.1137/100791609

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type: Journal Article

metadata version: 2024-02-05

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Sebastian Jaimungal, Vladimir Surkov:
Lévy-Based Cross-Commodity Models and Derivative Valuation. SIAM J. Financial Math. 2(1): 464-487 (2011)

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