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  • Search: subject:"contango arbitrage"
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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 Commodity derivative 1 Lager 1 Option pricing theory 1 Optionspreistheorie 1 Real options analysis 1 Realoptionsansatz 1 Rohstoffderivat 1 Storage facility 1 contango arbitrage 1 forward curve model 1 oil storage 1 real options 1 tanker rentals 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Davison, Matt 1 Ghafouri, Behzad 1
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The journal of energy markets 1
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A forward dynamic optimization strategy under contango storage arbitrage with frictions
Ghafouri, Behzad; Davison, Matt - In: The journal of energy markets 10 (2017) 3, pp. 59-85
Persistent link: https://www.econbiz.de/10011999461
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