The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
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Publication:1000457
DOI10.1023/A:1010034115552zbMath1153.91430MaRDI QIDQ1000457
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Related Items (2)
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods ⋮ Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
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