Browsing SCIENTIFIC PRODUCTION by Author "Habibi Lashkari, Ziba"

Now showing items 1-3 of 3

A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models

Gómez del Valle, María Lourdes ; Martínez Rodríguez, Julia ; Habibi Lashkari, Ziba (2017)
New Estimation Techniques in Commodity Derivative Models under the Risk-neutral Measure

Habibi Lashkari, Ziba (2018)
Valuation of commodity derivatives under jump-diffusion processes

Gómez del Valle, María Lourdes ; Habibi Lashkari, Ziba; Martínez Rodríguez, Julia (2016)