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scientific article; zbMATH DE number 5249014
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scientific article; zbMATH DE number 5249014

    Statements

    author
    Sanae Rujivan
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    publication date
    13 March 2008
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    zbMATH Keywords
    modeling for commodity prices
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    stochastic convenience yields
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    theory of storage
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    seasonality
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    futures
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    futures options
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    maximum likelihood estimation
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    Identifiers

    zbMATH DE Number
    5249014
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