Is normal backwardation normal? Valuing financial futures with a local index-rate covariance
Author:
Publisher
Elsevier BV
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
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4. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
5. Bond and option pricing when short rates are lognormal;Black;Financial Analysts Journal,1991
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