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

by Fred Espen Benth and Paul Krühner

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 3031403665
• ISBN13: 9783031403668
• Release Date: November 2023
• Publisher: Springer
• Length: 250 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.8" x 6.2" x 9.3"