The traditional hedging model revisited with a nonobservable convenience yield
Year of publication: |
2011
|
---|---|
Authors: | Mellios, Constantin ; Six, Pierre |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 46.2011, 4, p. 569-593
|
Subject: | Hedging | Theorie | Theory |
-
Chapter 13 Commodity futures and options
Williams, Jeffrey C., (2001)
-
The effect of industrial diversification on firm taxes
Wentland, Kelly, (2023)
-
Cyr, Don J., (2023)
- More ...
-
The Traditional Hedging Model Revisited with a Nonobservable Convenience Yield
Mellios, Constantin, (2011)
-
The Traditional Hedging Model Revisited with a Nonobservable Convenience Yield
Mellios, Constantin, (2011)
-
Calendar Spreads, Risk Premium and the Convenience Yield
Attaoui, Sami, (2009)
- More ...