Valuation of commodity derivatives with an unobservable convenience yield (Q342244): Difference between revisions

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Latest revision as of 22:58, 12 July 2024

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Valuation of commodity derivatives with an unobservable convenience yield
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    Valuation of commodity derivatives with an unobservable convenience yield (English)
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    17 November 2016
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    commodity spot prices
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    futures prices
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    option prices
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    convenience yield
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    interest rates
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    incomplete information
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    unobservable variables
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