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  • An Infinite-Dimensional Perspective
    Fred Espen Benth; Paul Krühner
    978-3-031-40367-5
    2023
    Edition 1
    • Provides a novel infinite-dimensional HJM-approach to forward and futures pricing
    • Describes in detail a flexible model to describe the stochasticity in temporal and spatial dynamics
    • Derives expressions for options and their greeks using Fourier techniques
    €240 €216
    10% OFF

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