PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Peilun, Kordzakhia, Nino, Peters, Gareth W., Shevchenko, Pavel V.
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.19385