Pages that link to "Item:Q5483440"
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The following pages link to ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES (Q5483440):
Displaying 11 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Pricing with finite dimensional dependence (Q2347715) (← links)
- (Q2782352) (← links)
- Markov models for commodity futures: theory and practice (Q3063849) (← links)
- ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS (Q5190055) (← links)
- CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (Q5245891) (← links)
- Forward Prices in Markets Driven by Continuous-time Autoregressive Processes (Q5256597) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)