A convenience yield approximation model for mean-reverting commodities
Engelbert J. Dockner, Zehra Eksi and Margarethe Rammerstorfer
| Year of publication: |
2015
|
|---|---|
| Authors: | Dockner, Engelbert J. ; Eksi, Zehra ; Rammerstorfer, Margarethe |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 7, p. 625-654
|
| Subject: | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Kapitalmarktrendite | Capital market returns | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011405460