A contango-constrained model for storable commodity prices
Year of publication: |
2005
|
---|---|
Authors: | Ribeiro, Diana R. ; Hodges, Stewart D. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 11, p. 1025-1044
|
Subject: | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Stochastischer Prozess | Stochastic process |
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