Energy futures prices: term structure models with Kalman filter estimation.
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| Title: | Energy futures prices: term structure models with Kalman filter estimation. |
|---|---|
| Authors: | Manoliu, Mihaela, Tompaidis, Stathis |
| Source: | Applied Mathematical Finance. Mar2002, Vol. 9 Issue 1, p21-43. 23p. |
| Database: | Mathematics Source |
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