A jump diffusion model for agricultural commodities with Bayesian analysis
Adam Schmitz, Zhiguang Wang and Jung-Han Kimn
| Year of publication: |
2014
|
|---|---|
| Authors: | Schmitz, Adam ; Wang, Zhiguang ; Kimn, Jung-han |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 3, p. 235-260
|
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Welt | World | 2006-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010355435