MATEC Web Conf.
Volume 100, 201713th Global Congress on Manufacturing and Management (GCMM 2016)
|Number of page(s)||4|
|Section||Part 4: Equipment manufacturing and New materials|
|Published online||08 March 2017|
Research on the Price Features of Oil Stochastic Model Based on the Continuous Jump Model
1 School of Management, Wuhan University of Technology, Wuhan, China, 430074
2 School of Engineering, University of Florida, Gainesville, FL, US
* Corresponding author: firstname.lastname@example.org
Aiming at calculating the price changes under the price features of oil stochastic model, the continuous jump model is proposed in this paper for data processing. The procedure is flexible, may be used with market prices of any oil contingent claim with closed form pricing solution, and easily deals with missing data problems. The results show that the accuracy can thus be improved overall the proposed system substantially.
© The Authors, published by EDP Sciences, 2017
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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