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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Date: 2007-03-27 13:47:00 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 Add to Reading List Source URL: www.bbk.ac.uk Download Document from Source Website File Size: 265,71 KB Share Document on Facebook