Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods |
scientific article |
Statements
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (English)
0 references
19 August 2022
0 references
commodity-linked bonds
0 references
convenience yield
0 references
credit risk
0 references
pricing
0 references
Mellin transform
0 references