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Pricing energy contracts under regime switching time-changed Levy Processes
Title
Pricing energy contracts under regime switching time-changed Levy Processes
Date
2018
Author(s)
Ryerson University (Degree granting institution), Gajewski, Konrad (Author), Olivares, Pablo (Degree supervisor), Ferrando, Sebastian (Degree supervisor)
Subject(s)
Foreign exchange futures, Futures market, Options (Finance), Hedging (Finance)
Program
Applied Mathematics
Degree
Master of Science