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A Convenience Yield Approximation Model for Mean‐Reverting Commodities |
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| Authors: | Engelbert J. Dockner Zehra Eksi Margarethe Rammerstorfer |
| Affiliation: | 1. Engelbert J. Dockner is at the Vienna University of Economics and Business, Institute for Finance, Banking and Insurance and Vienna Graduate School of Finance, Vienna, Austria;2. Zehra Eksi is at the Vienna University of Economics and Business, Institute for Statistics and Mathematics, Vienna, Austria;3. Margarethe Rammerstorfer is at MODUL University Vienna, Department of International Management, Vienna, Austria |
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