Stochastic Models for Prices Dynamics in Energy and Commodity Markets An Infinite-Dimensional Perspective /
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach...
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| Main Authors: | , |
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| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2023.
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| Edición: | 1st ed. 2023. |
| Series: | Springer Finance,
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| Subjects: | |
| Acceso en liña: | https://doi.org/10.1007/978-3-031-40367-5 |
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