COMMODITY FUTURES TERM STRUCTURE MODEL (Q2936218)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMMODITY FUTURES TERM STRUCTURE MODEL |
scientific article |
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COMMODITY FUTURES TERM STRUCTURE MODEL (English)
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6 January 2015
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commodity futures
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term structure model
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stochastic analysis
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convenience yield
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volatility
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European option
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