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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: | |
Price: | FREE |
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