### Calibration of the exponential Ornstein Uhlenbeck process

· The purpose of this paper is to present a methodological procedure to estimate the parameters of the exponential Ornstein Uhlenbeck process also known as the Schwartz J Finance 52 3 923 973 1997 one factor model in situations where the spot price of the commodity is observable The proposal consists of looking at the probability function of the process as a function of …

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