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The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk - MaRDI portal

The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (Q1000457)

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scientific article; zbMATH DE number 5503472
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The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
scientific article; zbMATH DE number 5503472

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    The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (English)
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    6 February 2009
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