Zobrazeno 1 - 1
of 1
pro vyhledávání: '"multifactor Schwartz PDE"'
Publikováno v:
IET Cyber-Physical Systems (2018)
This study proposes a method for forecasting commodities prices using Schwartz partial differential equation (PDE) and Kalman filtering. The method is applicable to both the single-factor and the multi-factor Schwartz PDE. Using semi-discretisation a
Externí odkaz:
https://doaj.org/article/7bc4db7f234f4083840d458573ee900a
