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Télécharger le livre : Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Fred Espen Benth , Paul Krühner
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...

Editeur : Springer
Parution : 2023-11-16
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