A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models
- Gómez-Valle, L.
- Habibilashkary, Z.
- Martínez-Rodríguez, J.
Journal:
Journal of Computational and Applied Mathematics
ISSN: 0377-0427
Year of publication: 2017
Volume: 309
Pages: 435-441
Type: Article