Gaussian factor models futures and forward prices (Q5432707)
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scientific article; zbMATH DE number 5221267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian factor models futures and forward prices |
scientific article; zbMATH DE number 5221267 |
Statements
Gaussian factor models futures and forward prices (English)
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18 December 2007
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futures price
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forward price
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stochastic flows
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factor models
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Gaussian state variables
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