Convenience yield and the theory of storage : applying an option-based approach
Akihiro Omura and Jason West
| Year of publication: |
2015
|
|---|---|
| Authors: | Omura, Akihiro ; West, Jason |
| Published in: |
The Australian journal of agricultural and resource economics. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1364-985X, ZDB-ID 1387184-5. - Vol. 59.2015, 3, p. 355-374
|
| Subject: | base metals | convenience yields | cost of carry | futures markets | option pricing | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Metallmarkt | Metal market |
| 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/10011392918