Multi-factor polynomial diffusion models and inter-temporal futures dynamics (Q6630458)
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scientific article; zbMATH DE number 7936618
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-factor polynomial diffusion models and inter-temporal futures dynamics |
scientific article; zbMATH DE number 7936618 |
Statements
Multi-factor polynomial diffusion models and inter-temporal futures dynamics (English)
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31 October 2024
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stochastic multi-factor commodity models
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filtering methods
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polynomial diffusion
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0.7989997863769531
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0.7633638381958008
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0.7520054578781128
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0.7446650266647339
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0.7200364470481873
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