入会
发表于 2025-3-28 16:26:06
A. Schmitt-Gräffe stochastic dynamics of forward and futures prices in energy, power, and commodity markets.. .In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity acr
聋子
发表于 2025-3-28 20:49:11
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