A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models

1. Gómez-Valle, L.
2. Habibilashkary, Z.
3. Martínez-Rodríguez, J.

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DOI: 10.1016/J.CAM.2015.12.028 GOOGLE SCHOLAR lock_openOpen access editor

Related Projects

ESTUDIO NUMÉRICO DE MODELOS COMPLEJOS DESCRITOS MEDIANTE ECUACIONES EN DERIVADAS PARCIALES Y SUS APLICACIONES EN BIOLOGÍA, ECOLOGÍA Y FINANZAS. NABECOFIN

2013/00377/001

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