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Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
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A theory of directional pricing and its application to electricity policy
Maeda, Akira
;
Nagaya, Makiko
- In:
International journal of economics and business research
7
(
2014
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010350831
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