The Schwartz and Smith [59] model is calibrated by using: (a) The call option prices; (b) The

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The Schwartz and Smith [59] model is calibrated by using:

(a) The call option prices;

(b) The spot prices;

(c) The swap prices;

(d) The futures prices.

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Financial Modelling In Commodity Markets

ISBN: 9780367442866

1st Edition

Authors: Viviana Fanelli

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Question Posted: Jun 27, 2024 02:12 AM

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The Schwartz and Smith [59] model is calibrated by using: (a) The call option prices; (b) The

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Financial Modelling In Commodity Markets

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