Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334)
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scientific article; zbMATH DE number 7100305
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| English | Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework |
scientific article; zbMATH DE number 7100305 |
Statements
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (English)
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30 August 2019
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energy markets
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mean-reversion
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Heath-Jarrow-Morton approach
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forwards
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martingale property
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0.83221376
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0.8292781
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0.8288456
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0.82665604
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0.82553864
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0.8249553
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0.8171939
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0.81682634
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