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"Analytical Formulas Using Affine Transformation for Pricing Generalized ..."

Ampol Duangpan et al. (2022)

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DOI: 10.3390/SYM14112385

access: open

type: Journal Article

metadata version: 2023-05-17

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  dblp key:
  - journals/symmetry/DuangpanBRS22
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  persistent URL:
  - https://dblp.org/rec/journals/symmetry/DuangpanBRS22
Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat:
Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields. Symmetry 14(11): 2385 (2022)

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