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Multi-factor polynomial diffusion models and inter-temporal futures dynamics - MaRDI portal

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Multi-factor polynomial diffusion models and inter-temporal futures dynamics (Q6630458)

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scientific article; zbMATH DE number 7936618
Language Label Description Also known as
English
Multi-factor polynomial diffusion models and inter-temporal futures dynamics
scientific article; zbMATH DE number 7936618

    Statements

    title
    Multi-factor polynomial diffusion models and inter-temporal futures dynamics (English)
    0 references
    author
    Peilun He
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    Nino E. Kordzakhia
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    Gareth W. Peters
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    Pavel V. Shevchenko
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    publication date
    31 October 2024
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    zbMATH Keywords
    stochastic multi-factor commodity models
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    filtering methods
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    polynomial diffusion
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    Identifiers

    Mathematics Subject Classification ID
    60J60
    0 references
    37H10
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    62M20
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    93E11
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    zbMATH DE Number
    7936618
    0 references
     
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