LIBROS DEL AUTOR: bjorn lutz

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  • Pricing of Derivatives on Mean-Reverting Assets
    Björn Lutz
    Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion. ...
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