Latent Jump Diffusion Factor Estimation for Commodity Futures

2015 ◽  
Author(s):  
M. A. H. Dempster ◽  
Elena Medova ◽  
Ke Tang
Keyword(s):  
Jump Diffusion ◽  
Commodity Futures ◽  
Diffusion Factor ◽  
Factor Estimation

Latent jump diffusion factor estimation for commodity futures

2018 ◽  
Vol 9 ◽  
pp. 35-54 ◽  
Author(s):  
M.A.H. Dempster ◽  
Elena Medova ◽  
Ke Tang
Keyword(s):  
Jump Diffusion ◽  
Commodity Futures ◽  
Diffusion Factor ◽  
Factor Estimation

Efficient Use of Commodity Futures in Diversified Portfolios

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 63-64
Author(s):  
Charles F. Peake
Keyword(s):  
Commodity Futures
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