Business Time Modeling for Commodity Markets
The piece presents a model that accurately represents commodity forward curves, useful for pricing exotic derivatives and managing commodity portfolios.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 28 Jul 2023
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4794748
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).