Convenience yields (Q965894): Difference between revisions

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+A model of the convenience yields in on-the-run treasuries
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+Q5200620
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+Q4794153
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+Risk-neutral compatibility with option prices
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+FORWARD AND FUTURES PRICES WITH BUBBLES
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+Q4368791
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+Stochastic calculus for finance. II: Continuous-time models.
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