Pages that link to "Item:Q704003"
From MaRDI portal
The following pages link to Theory of storage and the pricing of commodity claims (Q704003):
Displaying 17 items.
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Modeling and estimating commodity prices: copper prices (Q496575) (← links)
- The empirical relevance of the competitive storage model (Q737877) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- Temporary equilibrium with storable commodities (Q1090216) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Forward trading and storage in a Cournot duopoly (Q1853218) (← links)
- Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation (Q2227411) (← links)
- The valuation and information content of options on crude-oil futures contracts (Q2353846) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Storage Costs in Commodity Option Pricing (Q3055870) (← links)
- (Q3059452) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- On the Pricing of Storable Commodities (Q5072630) (← links)
- A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model (Q5397403) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)