Quotation Benth, Fred, Eisenberg, Paul. 2018. Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. Finance and Stochastics. 22 327-366.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Finance and Stochastics
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, STRAT-B, VW-B, WH-B
Language English
Title Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Volume 22
Year 2018
Page from 327
Page to 366
URL http://link.springer.com/article/10.1007/s00780-018-0355-9/fulltext.html
DOI http://dx.doi.org/10.1007/s00780-018-0355-9
Open Access N

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Eisenberg, Paul (Details)
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Benth, Fred (University of Oslo, Norway)
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