Inconvenience yield, or the theory of normal contango
Year of publication: |
2012
|
---|---|
Authors: | Bouchouev, Ilia |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 12.2012, 12, p. 1773-1777
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
From risk bearing to propheteering
Bouchouev, Ilia, (2020)
-
Recovery of volatility coefficient by linearization
Bouchouev, Ilia, (2002)
-
The volatility risk premium in the oil market
Bouchouev, Ilia, (2022)
- More ...