Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
| Year of publication: |
2005
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|---|---|
| Authors: | Casassus, Jaime ; Collin-Dufresne, Pierre |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 60.2005, 5, p. 2283-2332
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