Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
Crossref DOI link: https://doi.org/10.1007/s11579-019-00237-x
Published Online: 2019-02-13
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Benth, Fred Espen
Piccirilli, Marco
Vargiolu, Tiziano
Text and Data Mining valid from 2019-02-13
Article History
Received: 27 June 2018
Accepted: 4 February 2019
First Online: 13 February 2019