Pricing Energy Contracts under Regime Switching Time-Changed models
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Cited by:
- Hu, Zhihao & Yang, Ben-Zhang & He, Xin-Jiang & Yue, Jia, 2024. "Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 219(C), pages 212-230.
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This paper has been announced in the following NEP Reports:- NEP-ENE-2020-06-29 (Energy Economics)
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