Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504860802170432
Reference19 articles.
1. The Valuation of Commodity Contingent Claims
2. Stochastic Volatility Corrections for Interest Rate Derivatives
3. A Theory of the Term Structure of Interest Rates
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