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

Fred Benth, Paul Krühner

Publication: Scientific journalJournal articlepeer-review

Original languageEnglish
Pages (from-to)327 - 366
JournalFinance and Stochastics
Volume22
DOIs
Publication statusPublished - 2018
Externally publishedYes

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