Approximating ambit fields via Fourier methods (Q2804015)
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scientific article; zbMATH DE number 6574563
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| English | Approximating ambit fields via Fourier methods |
scientific article; zbMATH DE number 6574563 |
Statements
Approximating ambit fields via Fourier methods (English)
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27 April 2016
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ambit fields
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Fourier transform
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spot-forward dynamics
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power markets
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simulation scheme
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0.8345485329627991
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0.8292557597160339
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0.7663576006889343
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0.7485392093658447
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