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Modelling energy forward prices – Representation of ambit fields PDF

42 Pages·2015·0.87 MB·English
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by Fred Espen Benth| 2015| 42 pages| 0.87| English

About Modelling energy forward prices – Representation of ambit fields

Smoothed by fourth order polynomial spline. • Imposed Analysis of base load quarter/month/week contracts constructed Stochastic volatility process σ independent of L, stationary. • A a Borel . Let H be a Hilbert space of real-valued functions on B. • Let L be a . (2013): energy spot price

Detailed Information

Author:Fred Espen Benth
Publication Year:2015
Pages:42
Language:English
File Size:0.87
Format:PDF
Price:FREE
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