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Energy futures prices: term structure models with Kalman filter estimation
Manoliu, Mihaela
;
Tompaidis, Stathis
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10008216259
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Energy futures prices : term structure models with Kalman filter estimation
Manoliu, Mihaela
;
Tompaidis, Stathis
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10001685152
Saved in:
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