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Mathematical finance / Volatility / Heston model / Energy market / Volatility smile / Stochastic volatility


A Supply and Demand Based Volatility Model for Energy Prices ° Takashi Kanamura, J-POWER CfC Commodities 2007 conference at Birkbeck College, University of London Jan. 18th, 2007
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Document Date: 2007-03-27 13:47:00


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File Size: 265,71 KB

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