Asymmetric volatility of basis and the theory of storage
Year of publication: |
2005
|
---|---|
Authors: | Gao, Andre H. ; Wang, George H. K. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 4, p. 399-418
|
Subject: | Volatilität | Volatility | Derivat | Derivative | Lagerhaltungsmodell | Inventory model | Schätzung | Estimation | USA | United States | Edelmetall | Precious metal |
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