Convenience yields as call options: An empirical analysis

Journal of Futures Markets 1997 / 02 Vol. 17; Iss. 1

Convenience yields as call options: An empirical analysis

Milonas, Nikolaos T., Thomadakis, Stavros B.
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Volume:
17
Language:
english
Pages:
15
Journal:
Journal of Futures Markets
DOI:
10.1002/(sici)1096-9934(199702)17:13.0.co;2-p
Date:
February, 1997
File:
PDF, 213 KB
english, 1997
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