Pages that link to "Item:Q2471740"
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The following pages link to Pricing commodity spread options with stochastic term structure of convenience yields and interest rates (Q2471740):
Displaying 6 items.
- The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (Q1000457) (← links)
- Commodity spread option with cointegration (Q1627674) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- 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)
- Storage Costs in Commodity Option Pricing (Q3055870) (← links)