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.
Aldizkaria:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Argitalpen urtea: 2017

Alea: 309

Orrialdeak: 435-441

Mota: Artikulua

DOI: 10.1016/J.CAM.2015.12.028 GOOGLE SCHOLAR lock_openSarbide irekia editor