VALUATION OF DERIVATIVE ASSETS UNDER CYCLICAL MEAN-REVERSION PROCESSES FOR SPOT PRICES

VALUATION OF DERIVATIVE ASSETS UNDER CYCLICAL MEAN-REVERSION PROCESSES FOR SPOT PRICES

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11/07/2023

Autor: Federico Daniel Platania

Fecha: 2015

Link: Valuation of derivative assets under cyclical mean-reversion processes for spot prices (sanfi.es)