Valuation of commodity derivatives with an unobservable convenience yield (Q342244)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of commodity derivatives with an unobservable convenience yield |
scientific article |
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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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