Browsing Theses by Author "Chuah, Jue Jun"
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Calibration and Model Uncertainty of a Two-Factor Mean-Reverting Diffusion Model for Commodity Prices
Chuah, Jue Jun (University of Waterloo, 2013-08-28)With the development of various derivative instruments and index products, commodities have become a distinct asset class which can offer enhanced diversification benefits to the traditional asset allocation of stocks and ...