Representation of infinite-dimensional forward price models in commodity markets (Q403550)
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scientific article
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| 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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0.9047954
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0.8845119
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0.8681147
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0.86793184
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0.8651477
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0.8640022
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0.8622857
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