Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334)
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| Language | Label | Description | Also known as |
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| English | Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework |
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Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (English)
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30 August 2019
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energy markets
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mean-reversion
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Heath-Jarrow-Morton approach
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forwards
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martingale property
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