Mean preserving smoothing

Kåresen, Kjetil F.; Hirst, David

September 01, 1999

SAMBA

• Areas:
• Keywords: Smoothing, market, constraint, forward curve, optimization
• Page(s): 22
• Name and number of project: 693014, ELSIM99
• Title: Mean preserving smoothing
• Author(s): Kåresen, Kjetil F.; Hirst, David
• Report number: SAMBA/10/99
• Published date: September 01, 1999