PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures
Authors
PhD, Department of Actuarial Studies and Business Analytics, Macquarie University
Senior Lecturer, School of Mathematical and Physical Sciences, Macquarie University
Professor, Department of Statistics and Applied Probability, University of California Santa Barbara
Professor, Department of Actuarial Studies and Business Analytics, Macquarie University
DOI: https://doi.org/10.5334/jors.537 | Journal eISSN: 2049-9647
Language: English
Submitted on: Sep 22, 2024
Accepted on: Sep 15, 2025
Published on: Oct 3, 2025
Published by: Ubiquity Press
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
© 2025 Peilun He, Nino Kordzakhia, Gareth W. Peters, Pavel V. Shevchenko, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.