COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW
DOI10.1142/S0219024913500325zbMath1279.91070OpenAlexW3124298488MaRDI QIDQ2862510
Publication date: 15 November 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024913500325
seasonalitycommodity pricesmean reversionconvenience yieldSamuelson effectreview articletheory of storagecommodity derivatives
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (3)
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