Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield

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Publication:2701101

DOI10.1007/s10436-021-00402-7OpenAlexW4226275723MaRDI QIDQ2701101

Katsushi Nakajima

Publication date: 27 April 2023

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-021-00402-7






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