Lévy-Based Cross-Commodity Models and Derivative Valuation

Published 2011 View Full Article

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Title
Lévy-Based Cross-Commodity Models and Derivative Valuation
Authors
Keywords
-
Journal
SIAM Journal on Financial Mathematics
Volume 2, Issue 1, Pages 464-487
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2011-07-22
DOI
10.1137/100791609

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