No-arbitrage conditions for storable commodities and the...

No-arbitrage conditions for storable commodities and the modeling of futures term structures

Peng (Peter) Liu, Ke Tang
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Volume:
34
Year:
2010
Language:
english
DOI:
10.1016/j.jbankfin.2010.03.013
File:
PDF, 327 KB
english, 2010
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