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Cross-commodity modelling by multivariate ambit fields

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  • Ole E. Barndorff-Nielsen
  • Fred Espen Benth, Centre of Mathematics for Applications, University of Oslo, Norway
  • Almut Veraart, Department of Mathematics, Imperial College London, United Kingdom
Original languageEnglish
Title of host publicationCommodities, Energy and Environmental Finance
EditorsRene Aïd, Michael Ludkovski, Ronnie Sircar
Number of pages40
VolumeII
PublisherSpringer
Publication year2015
Pages109-148
DOIs
Publication statusPublished - 2015
SeriesFields Institute Communications
Volume74
ISSN1069-5265

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