The traditional hedging model revisited with a nonobservable convenience yield
Year of publication: |
2011
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Authors: | Mellios, Constantin ; Six, Pierre |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 46.2011, 4, p. 569-593
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Subject: | Hedging | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory |
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