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What is the main reasons to use Miltersen & Schartz (1998) model for commodity futures options
versus a standard Generalised Black and Scholes model (if there are any?) I have read the paper but I am not to sure about its practical implications as would people with more experience using this ...
May 2 at 10:29
newest commodities models questions feed
Please welcome jmac, Community Manager of the Rising Sun
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