Representation of infinite-dimensional forward price models in commodity markets (Q403550): Difference between revisions
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Revision as of 20:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of infinite-dimensional forward price models in commodity markets |
scientific article |
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Representation of infinite-dimensional forward price models in commodity markets (English)
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29 August 2014
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forward price models
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commodity markets
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stochastic partial differential equation
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Lévy process
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infinite-dimensional stochastic processes
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Ornstein-Uhlenbeck processes
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stationary processes
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Heath-Jarrow-Morton approach
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Hilbert space
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Hilbert-Schmidt operators
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integral operators
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