Pages that link to "Item:Q342244"
From MaRDI portal
The following pages link to Valuation of commodity derivatives with an unobservable convenience yield (Q342244):
Displaying 9 items.
- The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (Q1000457) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← 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)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- A one-factor conditionally linear commodity pricing model under partial information (Q2515786) (← links)
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield (Q2701101) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)