Storage Costs in Commodity Option Pricing (Q3055870)
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scientific article; zbMATH DE number 5814402
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Storage Costs in Commodity Option Pricing |
scientific article; zbMATH DE number 5814402 |
Statements
Storage Costs in Commodity Option Pricing (English)
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10 November 2010
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commodity options
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theory of storage cost
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no-arbitrage pricing
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futures markets
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contango limit
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LIBOR model
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0.88368356
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0.8569883
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0.85096854
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0.8413831
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0.8359805
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0.8300325
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0.80602163
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