Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386): Difference between revisions

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Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods
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    Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (English)
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    19 August 2022
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    commodity-linked bonds
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    convenience yield
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    credit risk
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    pricing
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    Mellin transform
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