|
|||||
|
|
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield |
|
| Authors: | Nakajima Katsushi |
| Abstract: | Annals of Finance - This paper analyzes the relation between commodity spot, forward prices, and convenience yield under incomplete markets. Since production is a necessary process for commodity... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |