Commodity price dynamics and derivative valuation : a review
Year of publication: |
2013
|
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Authors: | Back, Janis ; Prokopczuk, Marcel |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 6, p. 1-30
|
Subject: | Review | commodity derivatives | convenience yield | theory of storage | commodity prices | seasonality | Samuelson effect | mean reversion | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | Derivat | Derivative | Rohstoffmarkt | Commodity market | Optionspreistheorie | Option pricing theory | Warenbörse | Commodity exchange |
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