Pages that link to "Item:Q1709604"
From MaRDI portal
The following pages link to Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604):
Displaying 6 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- (Q3483047) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)