Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604)
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| Language | Label | Description | Also known as |
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| English | Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models |
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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (English)
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6 April 2018
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energy markets
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Heath-Jarrow-Morton modelling
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nonharmonic Fourier analysis
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arbitrage-free approximations
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