Katsushi Nakajima

From MaRDI portal
Person:356762

Available identifiers

zbMath Open nakajima.katsushiMaRDI QIDQ356762

List of research outcomes





PublicationDate of PublicationType
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield2023-04-27Paper
Commodity spot and futures prices under supply, demand, and financial trading: single input-output model2020-05-13Paper
Commodity spread option with cointegration2018-12-03Paper
Emission allowance as a derivative on commodity-spread2013-07-26Paper
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates2008-02-18Paper

Research outcomes over time

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