Energy futures prices : term structure models with Kalman filter estimation
Year of publication: |
2002
|
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Authors: | Manoliu, Mihaela ; Tompaidis, Stathis |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 9.2002, 1, p. 21-43
|
Subject: | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Zustandsraummodell | State space model |
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