papers on oil price structure. yes. and, papers on b splines. yes. but, both together, not really.btw pr h.geman points out in her books, utilities and trading desks spend fortunes to deal to build proper oil forward/futures prices using those extrapolation techniques. thus that particular area/subject/issue must deserve.
Last edited by tagoma
on January 21st, 2011, 11:00 pm, edited 1 time in total.