TY  - CHAP 
AU  - Gómez del Valle, María Lourdes
AU  - Habibi Lashkari, Ziba
AU  - Martínez Rodríguez, Julia
PY  - 2016
SN  - 978-84-608-5355-8
UR  - http://uvadoc.uva.es/handle/10324/21469
AB  - The estimation of the market prices of risk is an open question in the jumpdi
 usion derivative literature when a closed-form solution for the future pricing
problem is not known. In this paper, we obtain some results that relate
the drifts and...
LA  - eng
PB  - Universidad Politécnica de Valencia
KW  - Economía y empresa
TI  - Valuation of commodity derivatives under jump-diffusion processes
ER  -