Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945)
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scientific article; zbMATH DE number 7478901
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| English | Is normal backwardation normal? Valuing financial futures with a local index-rate covariance |
scientific article; zbMATH DE number 7478901 |
Statements
Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (English)
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22 February 2022
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stochastic covariance
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0.78874815
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0.77964216
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0.7763465
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0.7749034
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