Equilibrium Forward Curves for Commodities
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference49 articles.
1. The time pattern of hedging and the volatility of futures prices;Anderson;Review of Economic Studies,1983
2. Reverse Engineering the Yield Curve
3. Prices of state-contingent claims implicit in option prices;Breeden;Journal of Business,1978
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