Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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@article{3686a1210068497bbae82230f12599bc,

title = "Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models",

author = "Fred Benth and Paul Kr{\"u}hner",

year = "2018",

doi = "10.1007/s00780-018-0355-9",

language = "English",

volume = "22",

pages = "327 -- 366",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}