No-arbitrage conditions for storable commodities and the modeling of futures term structures
Peng Peter Liu; Ke Tang
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Peng ; Tang, Ke |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 7, p. 1675-1687
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| Subject: | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative |
| 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://ebvufind01.dmz1.zbw.eu/10008649412