Title :
Affine Diffusion Modeling of Commodity Futures Price Term Structure
Author :
John Seater استاد مشاور , Nick Piggott استاد مشاور , Peter Bloomfiel استاد مشاور , Paul Fackler استاد راهنما
University :
Virginia Polytechnic Institute and state University
Keyword :
term structure modeling , affine diffusions , commodity markets , Stochastic processes
