Pages that link to "Item:Q2811117"
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The following pages link to The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117):
Displaying 10 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- Energy futures prices: term structure models with Kalman filter estimation (Q4541608) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- From calendar time to business time: the case of commodity markets (Q6649932) (← links)