Valuation of commodity derivatives with an unobservable convenience yield (Q342244): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of commodity derivatives with an unobservable convenience yield |
scientific article |
Statements
Valuation of commodity derivatives with an unobservable convenience yield (English)
0 references
17 November 2016
0 references
commodity spot prices
0 references
futures prices
0 references
option prices
0 references
convenience yield
0 references
interest rates
0 references
incomplete information
0 references
unobservable variables
0 references
