Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
| Year of publication: |
1998
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| Authors: | Hilliard, Jimmy E. ; Reis, Jorge |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 33.1998, 1, p. 61-86
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