Representation of infinite-dimensional forward price models in commodity markets (Q403550): Difference between revisions

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Latest revision as of 22:52, 8 July 2024

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Representation of infinite-dimensional forward price models in commodity markets
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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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