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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)

Valuation of commodity derivatives under jump-diffusion processes

Gómez del Valle, María Lourdes

; Habibi Lashkari, Ziba; Martínez Rodríguez, Julia

(2016)