Stochastic convenience yield and the pricing of oil contingent claims
Year of publication: |
1990
|
---|---|
Authors: | Gibson, Rajna |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 3, p. 956-976
|
Subject: | Warenbörse | Commodity exchange | Ölmarkt | Oil market | CAPM | Theorie | Theory | USA | United States | 1984-1989 |
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