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.
Revista:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Ano de publicación: 2017

Volume: 309

Páxinas: 435-441

Tipo: Artigo

DOI: 10.1016/J.CAM.2015.12.028 GOOGLE SCHOLAR lock_openAcceso aberto editor