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Stochastic Models for Prices Dynamics in Energy and Commodity Markets

Fred Espen Benth and Paul Krühner

... options in commodity markets typically are written on forward contracts . Hence , as the forward price comes from an ... risk management . Finally , all HJM - models define a stochastic dynamics which takes values in some space of ...

of ...

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Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

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Length: 250 pages

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