Heat modulated affine stochastic volatility models for forward curve dynamics

被引：0

作者：

Karbach, Sven ^{[1
]}

机构：

[1] Korteweg-de Vries Institute for Mathematics, Institute for Informatics, The University of Amsterdam, Netherlands

来源：

arXiv |

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摘要：

Continuous time systems - Curve fitting - Galerkin methods - Laplace equation - Riccati equations

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