All Questions
2
questions
4
votes
1
answer
767
views
What is a stochastic processes which reasonably captures commodity price dynamics?
What stochastic processes (and corresponding probability distributions) empirically capture spot/forward commodity prices and forward term structures?
Background
I want to use discounted cash flow ...
- 3,015
2
votes
1
answer
327
views
Modeling the Stock Market [closed]
Hi I was wondering what is the model that best describes the price movement of the stock market?
A Brownian motion Process with drift?
An Ornstein Uhlenbeck_process?
(where the long term mean is ...
- 23