Valuation of commodity derivatives with an unobservable convenience yield (Q342244)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of commodity derivatives with an unobservable convenience yield |
scientific article; zbMATH DE number 6654113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of commodity derivatives with an unobservable convenience yield |
scientific article; zbMATH DE number 6654113 |
Statements
Valuation of commodity derivatives with an unobservable convenience yield (English)
0 references
17 November 2016
0 references
commodity spot prices
0 references
futures prices
0 references
option prices
0 references
convenience yield
0 references
interest rates
0 references
incomplete information
0 references
unobservable variables
0 references
0 references
0 references
