Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts

Author： Peters Gareth   Briers Mark   Shevchenko Pavel   Doucet Arnaud  

Publisher： Springer Publishing Company

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.15, Iss.4, 2013-12, pp. : 841-874

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