Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604)
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scientific article
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| English | Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models |
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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (English)
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6 April 2018
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energy markets
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Heath-Jarrow-Morton modelling
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nonharmonic Fourier analysis
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arbitrage-free approximations
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0.9047954
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0.87506044
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0.8733006
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0.8689441
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0.86498404
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0.8617972
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