Pages that link to "Item:Q342244"
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The following pages link to Valuation of commodity derivatives with an unobservable convenience yield (Q342244):
Displayed 4 items.
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)