Maximal Gaussian affine models for multiple commodities : a note
Jaime Casassus, Peng Liu and Ke Tang
| Year of publication: |
2015
|
|---|---|
| Authors: | Casassus, Jaime ; Liu, Peng ; Tang, Ke |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 1, p. 75-86
|
| Subject: | Zinsstruktur | Yield curve | Gauß-Prozess | Gaussian process | Rohstoffspekulation | Commodity speculation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011346168