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Cointegration in continuous time for factor models
Benth, Fred Espen
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Süss, Andre
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Mathematics and financial economics
13
(
2019
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1
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pp. 87-114
Persistent link: https://www.econbiz.de/10012055754
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Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
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