Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386)
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| 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 |
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Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (English)
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19 August 2022
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commodity-linked bonds
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convenience yield
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credit risk
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pricing
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Mellin transform
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