collaborators

1 paper

q-fin.ST2024

PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures

Peilun He, Nino Kordzakhia, Gareth W. Peters +1

PDSim is an R package that enables users to simulate commodity futures prices using the polynomial diffusion model introduced in Filipovic & Larsson (2016) through both a Shiny web…