Pricing of Commodity and Energy Derivatives for Polynomial Processes
Operating in energy and commodity markets require a management of risk using derivative products such as forward and futures, as well as options on these. Many of the popular stochastic models for spot dynamics and weather variables developed from empirical studies in commodity and energy markets be...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/2/124 |