Pricing commodity spread options with stochastic term structure of convenience yields and interest rates (Q2471740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing commodity spread options with stochastic term structure of convenience yields and interest rates |
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Pricing commodity spread options with stochastic term structure of convenience yields and interest rates (English)
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18 February 2008
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Commodity
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Convenience yield
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Heath-Jarrow-Morton interest rate model
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Spread options
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