Convenience yield and the theory of storage : applying an option-based approach
Year of publication: |
2015
|
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Authors: | Omura, Akihiro ; West, Jason |
Published in: |
The Australian journal of agricultural and resource economics. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1364-985X, ZDB-ID 1387184-5. - Vol. 59.2015, 3, p. 355-374
|
Subject: | base metals | convenience yields | cost of carry | futures markets | option pricing | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory | Warenbörse | Commodity exchange | Kapitaleinkommen | Capital income | Lagerhaltungsmodell | Inventory model |
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