Browsing Studentoppgaver (TN-ISØP) by Subject "oil trading"
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A stochastic model for correlated commodity prices
(Masteroppgave/UIS-TN-IØRP/2012;, Master thesis, 2012)Stochastic models of commodity prices play an integral role in the risk management of companies exposed to commodity price risk. By applying price models, one can obtain expected values for the future prices of the commodity, ...