Stochastic Convenience Yield Implied from Commodity Futures...

Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

JAIME CASASSUS, PIERRE COLLIN-DUFRESNE
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Volume:
60
Year:
2005
Language:
english
Pages:
49
DOI:
10.1111/j.1540-6261.2005.00799.x
File:
PDF, 466 KB
english, 2005
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